Plywood is probably your best option. 3/4" plywood is a great choice. You can build a great ball python cage with one sheet of plywood as long as you keep the enclosure dimensions at 36" x 18" x 18" or smaller. 36" x 18" is a great size for a ball python. Most breeders keep their balls in CB70 tubs. These are about 34" x 17".
I would also recommend that you make one, drop down, plexi glass door.
Radiant heat panels are great in smaller enclosures like this.
Add a thermostat and your all done.
However, if you plan on getting more ball pythons in the future you might want to just consider building a rack instead.
This is one of the best cage building plans I have ever seen:
www.albinoburmese.com/cageplans.htm
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