I would not recommend using plexiglass as it becomes bendy when it heats up and you would need to use a thick variant to get the kind of stiffness one would desire.
My best experiences are still with aluminum..
With MDF I'm also not completely satisfied, but when you don't have a choice, it is a good idea to use MDF plate thats at least 6mm thick.
As far as printing directly on plexiglass/acrylic goes... Don't do it. Your plastic will stick to the bed and you cannot get it off again. Also the plexiglass will deform and become bobbly.