Look at sheet metal parts too... that's how we did all of the plastic. build it in Pro/E sheet metal, make sure it fits on the CAD robot model, then flatten the piece. Then you can print it out in a one-to-one size and cut it precisely to fit your robot using the band saw.
See
http://technoguards.org/node/402 for an extreme example of how that works. In that case, after we tried it there, we realized that the details were too tough for the band saw and we actually ordered it laser cut from a company in Las Vegas ($50 for three copies) you can see the laser cut version in the next blog entry (
http://technoguards.org/node/406)