Sometimes local hardware stores will have them. From what I hear, Home Depot has them but in really small sizes. Online is really the best place. Glass-holes.com. Is supposed to be pretty good. Maybe overnight shipping if you need it soon. GL.
What size bit? I can drill I think anything for a 1" or 3/4" bulkhead given that you take full responsibility for anything that were to occur. But I've drilled over 15 holes I think, and never had an issue.