I'm also on the gulf coast and was looking at doing the same with stingrays. I did some research a year ago on how to tan and remove the denticles but never did anything with it. Stingray and shark can be handled similarly but most references were to shark.
On the topic of denticles, acid, either hydrochloric or sulfuric, was at one time used to remove them. See US patent 1,412,968 for description of the process. Once removed, handling can follow normal curing/tanning methods. Some forum posters recommend a fish leather kit (I'll have to dig out which one). References that were handy were Tanikawa, E. 1985. Marine products in Japan. Koseisha Koseikaku Co. Ltd., Tokyo. 506 pages.
Interesting links:
http://www.fao.org/d...0E/x3690e1d.htm
http://www.flmnh.ufl...ssg/EFMT/14.pdf (picture on how to skin a shark)