Here are a few ways of drilling. Starting with my favorite ones, ending with the one I dislike most.

With sharp and rather hard stones, I pierce softer stones, using them as drills. I just hold them with one hand, and turn while pressing.
That's how I made my stone pendant and my spindle.

I use a knife for wood, bark, and hides, so long as it's not thick. That's the technique I used for my big pine bark box.

A knife is suitable to pierce raw clay beads (before they are possibly fired), il they are flat, but if they are rounded, I use a straw before the clay is too dry … or a metal drill, suitable even if the clay is dry.

For a cylindrical hole in wood, I use a metal drill, hand-powered if I can.To make a small hole in wood it's suitable. For my anchor shaped fastening systems, it's perfect.

A handle gives me more strength. One is enough if it adapts to metal drills with 6 faces ends. That's what I use to make a hole to collect birch sap.

If I need more strength, I use a tool I imagined, made by my garagist (thanks) : the above handle with an piece of exhaust pipe welded on the top in the place of the handle. I can place a leverage stick in the pipe.
Here is the video of the auger with a socket and a bit holder, and its wind vane

My last choice is an electric tool.