I just cut them out of some acrylic sheet with the little CNC router, or before the CNC i use to cut them out with a jigsaw and a few holes drilled in corners for the jigsaw blade, then clean the cut up with a file, easy enough.
I often now take a lazy approach and cut them out of colour paper or card and laminate them, this way you get a protective window with the laminate, although not perfectly clear, but well clear enough to view the display.
This way i often print out a full front panel label with text and switch holes etc, cut the lcd window out, laminate it and use spray adhesive to attach it to the front panel, it looks real professional.