Go to ace or home-depot and buy a "glass drilling bit." Use that drill bit intsead of a normal one.
Go very slow and work under water. You can put your vase in a bucket with water and work there.

I've done this myself. I bought a pack of four shot glasses and a vase for $7 at Ross. I turned the vase into a sweet bong. Now I have a smoking-drinking set. The shot glasses and the bong match soooo nice.

You can buy a glass stem and bowl at a smoke shop that you can use for a professional look. Just glue the stem into the vase with epoxy and you have a bong.