I built a vacuform machine, but it really wasn't working for me. I don't think I had strong enough suction, nor was I working with a large enough piece of kydex. It's something I intend to pursue further though. I think this technique has potential.
I ended up forming most of the kydex by hand using a heat gun and a pair of Hatch police gloves similar to these:
Finishing was done with a dremel cut-off wheel and sanding bit. I formed the belt loops using a small block of wood. The retention is just about perfect. It's the curvature of the leather pressing against the G26 while wearing it that really makes it work. Wore it for a couple hrs last night. Pretty comfy. I'm happy with my first attempt. Looking forward to working more with kydex!