ya i've drilled myself a bong before too, heres what to do:

get a glass drill bit
use water to reduce friction
don't apply to much forward pressure
and tape can be used if desired, but it is not essential

also an alternative to drilling that works very well and gets you a perfectly smooth hole is burning through... if you have thin glass and a real small hot torch, you can concetrate the flame in one area to burn through (this would be very hard for thick glass) you might want to research this if you try it, but its a possiblilty... good luck