bit-tech.net has posted a tutorial on engraving.
If you are engraving plexi to use in a case mod project, it is common practice to use LEDs to add some light to your design, bringing it to life. A useful trick is to engrave to different depths to alter the brightest of the light: if you engrave three lines at different depths, the deepest will shine the brightest. Used appropriately, this technique will produce a feeling of depth and produce highlights to an engraving.Engraving tutorial