I just use thin sheet styrene to do rounded curves. If I'm building a thicker part and need it rounded, I'll build it up a bit with sheet styrene to get the right thickness, then carefully sand and shape it. I've heard of guys using a heat gun to make thin sheet styrene bend to shape, but I've never tried it. You can also get a couple of small clamps and take one thin sheet of styrene and glue another thin sheet onto it, but bend it before the glue dries and apply the clamps to help hold and shape it. It's' not as complicated as it sounds. What exactly are you looking to build with it that you would need to curve it? I might be able to offer better tips if I know what it is you're going for.
I've read dipping the piece you want to bend in boiling water for a few seconds or so is the way forward, softens it up so you can bend it into shape.
Like most plastics, heat it and it will bend, so heat guns and boiling water will work. Although, like Brian, I just use thin sheets to get the curves I want.
Find a piece of wood in the shape you want. Place styrene on it, get a glove. Get a blow dryer and set it on high. Then heat the thing while forming with the gloved hand.
It really depends on what you want the piece for.... For a TF custom? Yeah...heat gun, boiling water, or any of the afore mentioned methods are perfect. For large projects, like suits of armor and such, you want a vacuforming table.
