You can make a pickguard from almost anything as it's reasonably thin and stiff.
You can buy some material from places like stewmac or warmoth. (and probably lmii)
Or you could visit you local signmaking shop and ask for a piece of acrylic.
It all depends on the look you want. If you want something more classic you could go for some mother of pearl or tortoise shell (synthetic variants of both are readily available.)
If you want a more industrial look you could use a piece of brass or aluminium sheet. Or even diamond plate aluminium. (the latter may be a bit difficult to work, and uncomfortable to rest your fingers on...)
If you want some mpre modern you can get a sheet of carbon fiber and/or kevlar. Just be aware that the dust from such materials is nasty.
For a more disco-ish look you could get a sheet of UV-reactive/neon acrylic. The edges will need some work to look good, but under uv or blue LED stage lights it could could look cool. To make it more visible inmdaylight you could paint the back of the acrylic silver.
So, lots of options out there. Use your imagination!