Polycarbonate is the best choice now. It's cost effective and very much durable and a good insulator of heat.
Looking back, though glass is better as a long term option, I'd have to agree with Pauline, that based on your use of a greenhouse, a polycarb one will be a much better deal. Polycarb is definitely a better option on the cheaper range as you don't have to worry about the dangers of standard horticultural glass. That said, if you feel you might regret not going bigger and more expensive incase the greenhouse bug bites, then I'd go with a 3mm thick saftey glass greenhouse everytime.