Mike, You can use pretty much anything that's clear. I've used transparency sheets, acetate, clear plastic packaging and my favorite: lexan polycarbonate. I like lexan best for projects where i can just use one large sheet across a whole wall. First, it's a real time saver, but more importantly second, it's very rigid and it adds strength and weight to your structure. I never saw the need to buy frosted stuff. You can hit one side of any of the items i mentioned above with some ultra fine sand paper and create the same effect all by yourself. Good luck!
TMack, Wow! that's an awesome structure. Very nice work!
overlandflyer, Good idea with the vellum. That would've never occured to me. I've been using masking tape for shades, but the vellum idea sound much more appealing. Thanks!
Nick