Compared to working with Leather I find Kydex is a breeze. Not that leather is hard but if you dont like the result with kydex just re-heat and re-mold.
You can see my first two sheaths in another thread here titled "Do you prefer leather or kydex"

The kydex is chaep and my press is two 2 x 6 boards with camping foam from Wal Mart glued to them. Boards were scrap and the foam was $5 for 3 x 6ft sheet.

I use my oven set to about 320-350 to heat it up. Heat gun for touch ups.

Its really fun to do and Im thinking of some other applications around the house. Give it a try.