Heat forming plastic?

Well first off im in need of colord plastic sheets, im planning on using them for eyes, anyone know where i can get those colored sheets from? If anyone knows where to get them what is a good thickness to go with? I usually get colored bowls and the like, but i really would like something that i can better control while cutting, as well as get more eyes out of it. 

Now for the important part, i wanna heat form the plastic, but i have a bit of a catch, i need to make a circle out of it. How do i go about heating it up and get it in the shape i need? >.<