Any tempered glass or normal acrylic (there are special acrylics that will let UV through) will work to shield the UV. I prefer glass due to the fact it can withstand the heat of the MH better than acrylic.
Sanjay, I've always wondered about the different glass shields on the bulbs itself....including florescent bulbs. Could the different types and thickness of glass housings effect the amount of UV passing through? Could this be why T5's are so effective for SPS and at the same time you usually see guys with lighter colors on their acros?