I wouldn't recommend using HDPE. My friend somehow got some for free from his neighbor? (I don't know the whole story.)
But he made a 3 to 4 inch wide flat rail with it, and it slide just as well as my PVC box. I would try pvc for your first box, but if you really have your heart set on HDPE, lots of stuff here: http://www.professionalplastics.com/HDPESHEETSRODS
Also watch Traveling Circus Season 1 Episode 2 for some sweet summer set-up ideas