A Heat Gun is normally designed for removing paint from surfaces. Therefore you will find it in the paint isle at the hardware store, or Home Despot type store. I purchased mine for 14.99, and have gotten alot of use out of it.

Often I simply stand it up on the work bench, with the nozzle facing upwards, and hold the piece of Kydex that I want to work over the Heat Gun. This makes it easy to heat up targeted areas of the kydex. If you prefer to heat up the entire peice, put it in a toaster, or oven. Forming Belt loops is one of the most common things that i use the heat gun for. Using a Heat gun for this allows you to heat up just the section that you will be bending, and therefore keeping the rest of the kydex rigid.