I have the heavy duty plastic that is clear, get it at Walmart in the craft / sewing section. Very thick and best part is so clear you can see inside the run from a good distance. I can watch the young chicks run around. This I secured with the furring strips at the top and bottom of the run on most sides but I have a pull out section of the run that I use to open and clean or let the flock out to free range. That section I have secured with industrial strength velcro attached to the plastic and the coop frame. ( put a couple staples in just to keep it strong. This works great because on warmer dry days I can just take off the velcro portion and let them have some nice fresh air flow.
I also put some clear corrugated panels on the top of the run and secured them with screws. You can get these panels at Hardware / home centers. They are easy to cut with tin snips and I like that they are clear so the flock can still get plenty of sunshine without the snow and rain bothering them. Panels are UV Protected and polycarbonate, might be a bit pricey, I got mine on sale but figure I can remove them in spring and reuse each year. I didn't want to shovel snow all winter in the coop, Panels are at an angle so snow can run off but if it builds up a broom pushes it right off.
That's my plan.