I've never actually done it myself, but I think there are three common ways to make visors.
The first is to get a motorcycle visor. This works for a lot of helmets and not for others. I don't think I've seen this one done for ODSTs, because of the strange, characteristic shape of their visor.
The second is to get a vacuum-formed one, either by doing it yourself (as I understand it, making a vacform rig isn't that complicated, but it is some involved engineering and it's sure not worth it for a single visor) or by buying one someone has made (I think there are some guys out there who sell them for fairly reasonable prices, but I haven't done the research myself).
The last is to make it yourself out of some sort of heavy duty plastic, I think styrene is the most common solution (but I don't know much about plastics, so don't take that at face value). This can be done, generally speaking, by either heating and bending it (which might not work so well given the complex shape) or cutting it into a number of flat pieces and joining them (but I'm not sure if there's a reliable way of epoxying/melting together the pieces).
The last two options may or may not be done with pre-tinted/coloured plastic. Applying a sheet of tint to plastic, or a sheet of reflective/iridium material, is a possibility and, if done correctly, looks very good. Hopefully someone with more experience will sweep through and have something to say.