I haven't built anything yet, mostly because I'm lazy. But I'd personally lead towards thick 12-18mm plywood and some aquarium sealant to hold it all together. Mostly because the materials are cheap and easy to get. Just give the sealant a good week to dry out 100% so it loses its chemical smell.
Only recommending it because I'm currently looking at it as a material to build a retes stack for a new reptile I'm getting soon, and plywood is the recommended material for that so...