We print on plexi all the time. If you are using waterbased ink beware that they don't truly stick and can be easily scratched off (we use solvents and UV inks instead). Other than that it's rather easy to print on. If you are doing a large run then quite a bit of static charge will be built up while printing. Make sure you hold up the final print to the light to judge your opacity because what looks strong laying on a table may be weak when held up to the light.
Thanks! I thought about the ink not being dark enough, so I did a little test with two different WB inks, and not only were they not opaque, they, as you said, didn't truly stick/dry. So luckily for me, another guy in my shop had some Nazdar black, so I gave that a try. Worked like a charm. The run was pretty small and quick, so I had no problems.