I am still considering building a tailbox for the Wincheetah (see 'Tales from the Wobbly Workshop' thread if you are unfamiliar with my builds).
I have worked with composites - moulding a new seat, mainly, and did consider paper mache over a large balloon to form a shape to mould a tailbox (cutting and adding flat panels where required).
At work (School D & T workshop) one of the A level students has been working on a transport case for fencing (wiv swords) equipment, and has layed carbon fibre over a material I hadn't seen before - a honeycomb plastic sheet with a slight fleece outer layer, which gives excellent adhesion for the resin. The thinner sheets curve 2 dimensionally quite well, like plywood. I have saved offcuts so I could attempt a faceted tailbox, or even use it for the flat sections on the balloon mould idea (although I have some carbon fibre coated Nomex offcuts I intended using).
I don't know the name of the honeycomb sheet material, but apparently it was ecconomical (£15ish for a 8' x 4' sheet), but the delivery from Sheffield was expensive.
We are working with Correx on the currently featured 'Wobbly Workshop' project but that's only for an artistic outer shell. The correx we will use, is from recycled A1 size Art portfolio cases
In my 'reclaimed' store I also have some PVC foam board that was being used as trim in part of the school - I think it is also used for signs. It is heat formable - used with the sort of hot wire/element setup for bending acrylic. It is much stronger than correx and still relatively light, so might also be a material to look out for. Maybe ask for offcuts from companies that do signs/promotional displays.