Does a Wimshurst machine work fine with normal glass disks?
I have built my own Wimshurst machine.  Along the way, I read a lot of stuff.  From what I've read, glass works but is not recommended.  It is heavy, it is hard to attach to the axles, and it tends absorb humidity, which limits the voltage you can generate.  Example of someone who tried using glass.

Plexiglass is easy to cut.
All you need is rod with two holes.  The holes are separated by the radius of the desired disk.  In one hole, you put a screw that goes through a hole in you plexiglass sheet.  In the other end, you put a screw that you have filed to a knife blade.  Screw your rod to the plexiglass sheet, then patiently run the sharpened edge around and around until it cuts through.

This guy built his much like I built mine, though his looks nicer.

This is mine with hand cut plexiglass disks:


It can make sparks about 3 centimeters long without a capacitor.  As you can see, it doesn't even have capacitors, though I think the large surface area of the rods makes up for that a little.

My biggest problems were bearings and contacts.
I ended up buying two sets of replacement wheels for "heelys."  I was going to buy some rollerblade wheels, but the heelys wheels were on close out, and I got them for like a buck a pair (just the wheels.)

I ended up using "whiskers" of stranded copper wire for the pickups.  I just taped them to the metal parts with black electrician's tape.