How Do I Make Holes in Beads for Jewelry?

[spykitten.livejournal.com]

I've been stumped on this one for a while...
I have lots of random little shells, pieces of glass, stones, etc. that I want to make into necklaces. Problem is, they don't have holes so I can't thread them onto a wire. How do I make those holes? Do I drill them? And with what? Or if I take them to a bead store, can they do it there for a small fee?

Thanks for the advice!