I've cut alot of plexi. If you use a jig saw, I strongly suggest the plastic be sandwiched between two pieces of sturdy material and clamped. ie. 1/4 plywood.This may seriously not be possible with the curve. Otherwise, if the jigsaw ever "lifts" just a little, you've got a crack. I have also used the dremel with the mini cut-off wheels. Make sure you've got safety glasses, as half of them will self-destruct and fly in pieces to a galaxy far, far away.
If you half to do the jigsaw, put down a good layer of masking tape on the plastic for the foot of jigsaw to ride on, hold firm against the plastic, and proceed forward very slowly. With the plastic already curved, you need the dremel.
As for the drilling part: It can be done with a drill bit, but you will be alot safer with the dremel and pointed grinding tip attachment to "file" a hole through the plastic. If the drill bit 'snags', crack city.