I'm working a personal project, where I want to make a mood light, I'm using LED strips and I plan to use plexiglass to diffuse for the light, issue is that I don't own a heat gun to bend it as I want to, and as far as my knowledge goes, fire will only stain the material. Any suggestions as to how I can work with this material?
It depends on what you are trying to do. An electric heat gun creates a broad heating area, so unless you are trying to dimple the plastic, that probably will not work well anyway.
Strip heaters heat to about 280F to do angle bends, so essentially any electric indirect infrared source (i.e. no gas, no direct flames or direct contact with hot surfaces) will work in a pinch. The forming temperatures are usually around 270-290F depending on material.
Quick note of caution: Overheated acrylics can give off dangerous gases when heated above certain temperatures, so appliances used in a kitchen setting are not generally recommended. Outdoor or well-ventilated area only, so if you understand that, then…
The heating rod from an electric BBQ starter can be used for certain types of angular bends, as long as the material is narrow enough to be heated evenly along its width.
A toaster oven can be used for smaller pieces if you want the entire piece heated. Built-in oven thermostats are notoriously inaccurate, so start at a low temperature (250 F?) and heat it slowly until pliable. Use an external thermometer if you have it and don't over heat it.
If the material is thin and narrow enough, you might even try holding it over a high-wattage light bulb. It wont give you any type of precision for where exactly it will be heated, but depending on your application, that level of precision may not be needed.
Even an electric hair dryer can work in some applications; same caveats as above, but the material has to be thin enough for any of these applications so not to scorch the surface before the interior is heated. Low and slow is the key.
I recall doing some plastic bending in shop class years ago and the pieces were put in a small oven (not toaster). If I recall it was @350F. With oven gloves you can test the malleability regularly until you reach the point where you can easily mold it to you desired shape.
@Robert Cartaino raises important points about burning/toxic gases. According the Wikipedias https://en.wikipedia.org/wiki/Poly(methyl_methacrylate), the melting temperature is 320F, so I agree with aiming low until you reach a point where it can be bent.