2 years ago my aunt found out I had taken up brewing and showed up to my house with a bunch of gear she and her husband used to use when they brewed/made wine. Even though I already had enough gear to get by I managed to put most of hers to use except for a single heavy duty 6.5 IMP gallon (~30 litre) HDPE bucket. Recently I've turned it into an electric wort boiler.
I bought a couple of cheap kettles from Wal-mart with 1500watt elements and a ball valve and other related fittings from Canadian Tire. I have not done a successful brew with it yet but from my tests a one hour boil does not soften it enough to worry about. The thickness is not written on it but it feels significantly thicker than another bucket I have that is marked 70 mil.
If you are building a plastic boiler yourself try to use a hole saw or a step bit to drill any holes. If you've never drilled a hole in a plastic bucket before it might be a good idea to practice on something disposable first. I did neither of these things. I used a spade bit to drill the hole for the ball valve assembly but messed it up a little. As a result I have a very slow drip there, nothing I can't live with but worth mentioning.
I went plastic because I happened to have an appropriate sized bucket laying around. If you can find an aluminum or steel pot at a decent price that's the better way to go.