Why not try styrene? It's easy to work with, fairly inexpensive, and comes in jet black sheets.
I finally got to test it last night, only had 1 bad connection, otherwise the display works great. I think they may have shipped me orange LEDs instead of red, but everything lit up great and the code to control it looks real easy. No pics of the full display yet, didn't have a chance to wire everything back up and I fixed the 1 bad connection.
Anyone ever fab a box like this? I'm open to suggestions.