My Darth Talon armour is made from PVC pipe. Different diameters and thiknesses
Yeah heat gun always in motion. The good news is the plastic gets lovely and easy to manipulate into curves but doesn't warp as quickly as styrene. And if it does warp it is fairly easy to cold shock then heat back up do fix the warp.
I like to use my desk/bench to help keep the long edges of gauntlet and shin armour on the straight and narrow
Heat, remove gun, open the pipe, hold one edge against the desk, cold shock, repeat for the other side. In winter here this works well as one side will not heat up while the gun is directed to the other side.http://neimhaille.tumblr.com/post/31454136804/dragon2012-1052-by-lionel-lum-on-flickr-there
Edges are also somewhat easier to sand smoother than styrene too. And as for paint I like to use a 180 grit sand paper and sand in one direction to get a metallic grain pattern. It's very subtle if your paint and primer are heavy.
But I also have a very light hand so that may affect what grit you use. Acrylic enamel gloss rattle can paint loves sanded PVC though. lLoves.