This 20 Piece Wire Gauge Drill Bits and Micro Chuck Diameters from .012" to .037". Price: $8.95
http://www.amazon.com/Piece-Gauge-Dr.../dp/B008AB4PFM
Harbor freight might have them this small also..
I used a .012" drill for my holes.
Your only drilling into plastic so it doesn't have to be a high quality drill set.
If your using a hand drill I would suggest putting the drill bit in the drill. Fastening the Drill Motor to a table with the power on and holding the tube/hose with your hand.
Run the tube in and out of the drill bit making your holes. I drilled my holes about every 1/8" and it made a nice even wall of bubbles.
I tried holding the drill motor with my hand and almost broke the drill bit. It's very tiny and hard to see.
I stopped using the Drill motor and went to my table top drill.
I think some guys use a needle on the clear hose, but this black tube is thicker.
I didn't try the needle method.