I have cut SOME plexiglass over the years and DW is correct about cleaning the kerf well or it will melt right back together.
When we use the term "weld" or "melt", that is exactly what we mean. Heat is bad when cutting anything with any kind of blade, and plastic is the worst. It will melt right behind the blade and trap it so that you can't back out and when you stop, it seizes the blade in position and you can not go forward either!
All that being said, it is obvious that you will want to use a slow speed and be slow moving forward to keep heat at a minimum. I have only cut 1/8" and with very easy curves so if you are cutting small tight patterns or thinner or thicker material, I have no more advice.
I have no suggestions as far as blades either, so go with DW on that.
Rog