<p>I've been working on my own DIY 3-D printer recently, and I've been trying to experiment a little with different materials for the body. Someone suggested using HDPE (high-density polyethylene), since it works well on a CNC machine, which would make creating a number of prototypes easy. I know HDPE can also be used for filament, but I've never tried it before. Does anybody have any input on HDPE, or other potential materials for the body? I'm trying to avoid using wood, as I've had some poor experiences with it.</p>

I've used what is commonly described as UHMW-PE, aka, Ultra-high Molecular Weight Polyethylene for various projects. You may know this material is often used in cutting boards, as it cleans easily and doesn't cut easily.
it does machine in a manner similar to aluminum, although the tool should be cooled/lubricated to prevent a build-up of melted plastic on the cutting edges. You can get away without coolant or lubricant if cutting speeds are slow and the swarf is cleared away from the cutter.
I'd not considered such a material for constructing a 3d printer, as it's expensive, but I've also not compared the prices to equivalent sizes of aluminum.
I'd consider that the use in a 3d printer would be a good substitute for lexan, as one can tighten the bolts without fear of cracking. For bolts subject to rotation or vibration, self-locking nuts are a good idea. If you have use of a broach, cutting out a pocket for the nuts would be easily accomplished.
I have downloaded the plans for the open-source 3d printer known as DICE, which calls for aluminum, but the pricing I've found was excessive for the right quantities. I think I'll explore the same bill of materials in HDPE or UHMW-PE (which may be different names for the same substance).
Equally useful to know is that the material is very slippery, effectively self-lubricating under the right conditions. Unfortunately, for a 3d printer application, I don't believe the self-lubricating part would work for carriages but might be fun to try with linear slides.
It is not as stiff as aluminum, so where stiffness is needed and not provided by the architecture, a thicker piece may be indicated. I can just barely bend with my fingers a piece of 3 mm (1/8") a small amount, but cannot do so for aluminum.
Here's the result of a quick search for UHMWPE:
https://www.interstateplastics.com/Uhmw-Natural-Virgin-Sheet-UHMNV~~SH.php?thickness=0.125&dim2=12&dim3=24
which gives a price for 1/8" white sheet 24 x 12" as US\$ 26.06 while the black version is available only as thin as 1/4" for about US$ 28.00
The equivalent size in aluminum 6061T6 at onlinemetals.com is about US\$ 3.00 more expensive. That is lower than I expected, skewing the idea farther away from UHMWPE than one might hope. The equivalent for 1/4" is almost US\$ 60, quite a bit higher.
It would appear that if you need the thicker stuff, the price is better for plastic, not so good for the aluminum.