What kind of materials is being used for Fighter jets glass shields?
Today, the canopy is a multi-layer structure. In case of the F-16, it consists of three layers:


The innermost layer is 0.5 inch thick polycarbonate and drape-molded into the compound curvature shape.
The center layer is 0.05 inch polyurethane to bond the inner to the outer layer.
The outer layer is a 0.125 inch layer of acrylic (PMMA).


The canopy is bolted to a metal frame for assembly. Some canopy also use explosive cord on the outer layer to fracture the material shortly before the ejection seat fires.



F-16 canopy (picture source)

For less fast aircraft, a single layer of acrylic is sufficient. Funnily, the company which produces most of those canopies doesn't even have a page in Wikipedia. They use flat PMMA sheets and drape-mold them over a mandrel. The secret of their process is the grease they put on the mandrel so the acrylic flows easily into shape.