The original plans I'd seen used lexan or plexiglas for the marquee, but this seemed to add a lot of complexity. First, the timing of when to insert it would be trickier because of having to install it while the case wasn't really too secure yet, due to having to install it before installing the plates that held it up. Second, cutting it itself requires tools and skills I don't have. Third, the groove would have to be thicker and harder to route. Fourth, the whole thing would be very intolerant to imprecision. And fifth, it'd be more expensive.
By comparison, the thin, cheap, but perfectly transparent plastic that comes in cheap poster frames does the job just as well. It can be cut with an ordinary utility knife, and if you mess it up, just cut another one. It can be bent to slip it into place. It's not as heat-resistant, admittedly, but a fluorescent light isn't going to put out much heat; it's at least as heat-resistant as the plastic that the fluorescent fixture itself is made of. And it's much thinner, making the routing job a lot simpler.
I took a scrap of this plastic and cut it to approximate size plus a bit, then tried to fit it in, and kept trimming until it fit just right. Then I cut full pieces to the same size, cleaned them thoroughly with Simple Green, dried them, and then put them into place with the MAME marquee logo sandwiched between them. Unfortunately, the accumulated imprecisions of my carpentry meant that the height I needed at one end was just slightly higher than at the other end, so while it fit perfectly on one side, it tended to fall out on the other. No problem. More plastic frame material is a few bucks and it's easy to keep trying until I get it perfect.
The marquee itself I had printed at my wife's office on a full color plotter, but if you don't have access to one of those, your local Kinko's or Staples can do the job for a couple of bucks. I was worried the black background I used would let too little light through, but it seems to work okay -- it lets lot of light through the logo itself, which really highlights it. I went with a fairly clean logo; some people prefer to sprinkle the background with images from various games, but I found that too busy, and would rather use that theme for side art, if I ever get any.