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http://www.homedepot.com/p/General-Tools-Single-End-Pin-Vise-Set-S94/202545188#.UUhd2jf3N8E

That's the first kit I came across but you can surely find some for cheaper.]]> http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5405853.page http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5405853.page GMT ]]> http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5406277.page http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5406277.page GMT
You don't need an actual dremel by the way. Or a pin vise. You can just twist the bit with your fingers and it goes right into plastic. Plus the set comes with other useful sizes. You can find them in the dremel sectionin Lowes or home depot.

Edit: just to clarify, every 1/16 drill bit is the same diameter, I am aware of that. The dremel ones are shorter in length though, easy "twist with your fingers and still keep it straight" size.]]> http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5407230.page http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5407230.page GMT
Another common size of magnets is 1/16"x1/32". It's mostly for troops, but it's what you'd use on a Rhino's doors/sponsons, as well (I don't play IG, so I've never magnetized any of their vehicles.)

If at all possible, magnetize during construction, and drill from the INSIDE of the pieces (so, if I were doing a Vindicator's extra armor, I'd drill from the cavity between the inner and outer walls -- ideally, unglued to make things WAY easier), so you don't have to fill holes, later.

And ALWAYS use the biggest magnet possible. It's stupid how much difference there is in pull between two 1/16"x1/32" magnets and two 1/8"x1/16" magnets. Four of the bigger magnets does the job of 6-8 of the smaller ones, as far as handling security goes.]]> http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5407301.page http://www.dakkadakka.com/dakkaforum/posts/preList/515011/5407301.page GMT