The purpose of the frame is to hold the plastic sheet while it is being heated and during forming. I made the frame out of 1x2in. wood. The inside dimensions of the frame need to be the same as the platen and the oven, so mine was 11x23. To clamp the plastic I used sash locks which you can get from Home Depot, and the hinges make is easy change sheet. When building the frame and the whole machine for that matter you need to consider the size of plastic sheet you want to use. In my case I wanted to use a 12x24in. piece of plastic so the frame, oven and platen need to be slightly small. I choose 1/2in. smaller that's why everything is 11x23in. This size also determines how large of objects you can form. You also need to consider you plastic supplier. Where will you get the sheet from and what size can you get it in. I know you can get 4x8ft. sheets but I believe a standard size at many places is 72x40in. You don't want to waste part of the sheet because your former size and sheet don't match up.
As far as plastic suppliers go, a sign store could be a good local source. Online you could try
http://www.mcmaster.com or
http://www.professionalplastics.com