You want to match the mass of the glass to the mass of your wall, so there is no "weaklink".
I remember reading somewhre on the sayers forum that plexiglass wasnt a good idea as the mass:£ ratio wasnt as good as, say laminate.
I recomend that forum for any isolation or design ponderings. It literally changed my whole perspective of a "recording studio".
John Sayers Productions
Oz