Poly-Glue works... it "melts" the plexi togeter, leaving only a slightly trace of unclear seethrough where the glue is.
I have been working a bit with plexi. I always end up with screws to secure it. I realy dont trust the glue to work at any times. Specially if you have liquid in what ever you are building... (Like me, water cooling tanks and such). I allso go over the edges with either clear silicon, or black silicon... Then trimcut the silicon when it's dry.
If you plan to use screw, get the stainless steel ones, for wood. Then drill a hole first, at SLOW rpm.