Sure - I used 6/6 nylon rod - you can buy it here:
http://www.eplastics.com/Plastic/Nylon_Rod
.35" and .5" are good to work with.
You can also use delrin rod - but delrin is a bit stiffer... a little harder to work with and slightly more brittle. I won't say one is necessarily better, but for a first time - i would stick with the 6/6 nylon.
You bend it by heating the area you wish to bend. do it SLOWLY until the rod starts looking wet. If you go too fast, it'll bubble, and char - releasing harmful fumes, as well as weakening the joint. A hair dryer will work, btu will take forever. I used a paint stripping heat gun on low (400 degrees) - on high, it will burn almost immediately.
Bend slowly, taking your time. If you don't get the bend you want right away - add more heat and keep bending slowly.
You have to let the joint cool a bit to fix itself in position - but while it's still flexible, you want to dip it in water to fix it without sagging or losing its shape. don't dip it too soon because it could crack, or have a weak joint.. but i'd say air cool for a minute to 90 seconds per joint, then dip it.
Mounting points are up to you.. some people use tubing, flag holders, etc... I used metal plates and screws - with only a few using the rod itself as the screw point.. but the load supporting ones being sandwiched between plates and a nut/bolt.
Just go slow, and buy extra rod - plan on messing up.
Try to make as few cuts as possible - its strongest in a single shape. When you need to cut - use a fine tooth hack saw, or a good long handled tree pruner - that worked best for me, but you'll bruise your palms if you're doing a lot of cuts.. this stuff is hard to cut.