It's best to know if it's cast or extruded before drilling. You can use Rick's method for best results on either. Cell cast acrylic is much more heat tolerable. When using regular wood working drills and saws, extruded acrylic will melt and leave a rough edge. This is much more noticable when using drills and jig saws. When ever I'm forced to use a hole saw on extruded acrylic, I will make several plunges, about 1/16" with the drill press, allowing a little cooling time between cuts. I also wax the teeth of the hole saw. Cell cast is more expensive and has red lettering on the paper. Extruded has blue lettering on the paper masking. They both cut well with carbide blades, but drilling is another story. There is a lot more to properly working with the two acrylics. Again, go with the router.