Fitz got the poly bag material we shared and used, so he may remember better than I, but I believe the stuff we used was about 3 mils thick. Very little strain needs to be placed on the poly tube -- the job should be set up with things cold -- placing the wood in the tube and clamping the center of the rail in place -- and once the wood is heated enough and flexible, it bends into place for clamping pretty easily, with the clamps going right over the tube. We had no problems with the tubing tearing, either at the Assembly demonstration or when we had each done it separately ourselves before then. The tubing does soften up and weaken substantially when heated -- while I think 1 or 2 mil material could be used, 3 or 4 mil (or even a bit heavier, I suppose) would certainly be better.
Once the entire rail is clamped in place, the tube can be stripped away one clamp at a time, reclamping after the tube is torn away -- we waited until things had cooled off. Alternatively, the tubing could be cut and stripped away while steam is still being fed, as a rail is clamped in place at the center of the canoe, then working toward an end -- as I did on my first tube-bending attempt. I fed the steam in from the bow or stern end instead of from the middle, and pulled the steam tube back out as I clamped from the center to the end -- see the pictures in the link in the second post above. But even proceeding this way, I now would keep the tube in place until the whole rail is clamped and things have cooled off. I think inserting steam in the middle of the rail run and then working to each end is better, as we did at the Assembly demonstration, but I think you need more steam than I had on my first attempt, when I used a steam wall-paper remover.
The clamps are best kept in place for a couple of days till things dry out, but I suppose that if you are in a rush, the rails could be fastened down almost right after they are cooled.
The plastic tubing is cheap enough that there is little sense in trying to save it. The only issue with the tubing's cost is that we have only found it available in fairly large quantities -- 1000 feet minimums or more -- even shared, a lifetime supply for an amateur -- but even if the cost cannot be shared, the cost is probably less than building a steam box from new materials.