you need a corded drill and a glass drill bit. the bits are a little bit expensive, i think mine was like $12. it takes a little while, mainly because glass bottles are thicker than most people expect. try to make your holes on a flat part of the bottle because it's harder to drill through rounded surfaces. i've never tried it, but i imagine blowtorching the spot your drilling would probably help.
i made a sick fucking bong out of a goldschlager bottle. those bottles are pretty much made for bongs.