My local plastics supply didn't carry a 4MM acrylic, so I used birch plywood (5/32 is essentially the same thing as 4mm), which I could buy from a local wood working shop.
With some of the wood parts, changing the thickness would change how things fit together, but others I could have easily replaced with 1/8 in acrylic, like the bearing covers on the outside. I was more concerned with getting it all together and working first.
As a note, these are the parts I had a pretty hard time sourcing or using substitutes:
The Z-axis lead screw and nut (found it online from a sketchy place in china)
The bearings for the X an Y axis along the 8mm rod (I'm using 2-pieces for each block, not self-lubricating)
The custom cable that runs from the hot-end and temp sensor on the gantry to the control board (soldered wire instead)
The electronics board - I found a clone on ebay, but they populated parts that were on the schematic that my actual ultimaker doesn't have installed, and that caused weird problems
Motors with long enough wires - soldered extensions and replaced the connectors
The fabric cable ducts - the pdf drawings in the Git Hib were raster drawings, so I re-drew them in illustrator - maybe the STEP file is better? no idea
The belts on my original ultimaker were mislabeled, so I bought the wrong ones initially (too short)
I learned a lot building the machine, and I'm already working on another one, in red. That machine will likely include a heated bed, dual extrusion, closed in left and right sides (like the Ultimaker2), and a custom modified version of the PCB that uses different connectors.