I have a couple of thoughts: You're right. Weight should be a factor. There is a plastic company not far from me that sells 4x8 sheets of black expanded polystyrene. It is like the most awesome, perfect material for building enclosures. It's also $90 a sheet.
Melamine works great, but weighs a ton, can disintegrate if you get the edges wet, sags if not supported, and normally only comes in white. A stark white enclosure is a personal choice, but wouldn't be mine.
I guess acrylic could be used, but it is also heavy and a matter of taste. You could paint the outside, or apply scenery around it to add decor and give privacy, but it seems overkill to me.
Thick plywood is also heavy and must be sealed, which really isn't that big a deal. I've built a couple (still working on them) out of lightweight 1/4" plywood with a 1x2 frame to give support at the corners and something to attach to. Once nailed and glued, it is surprisingly strong, and only around $15 for a sheet. You might want to use heavier frames, or more bracing for a cage as big as you're planning, but it should still work with thin plywood.
I sandwiched heat tape between ceramic tiles, sealed with silicone, to make my own waterproof heat pads (must use thermostat), and got waterproof led tape lights off Amazon for cheap lighting. Like I said, I'm still working on them, but so far I'm really pleased.