High speed rotary tool a large drill press or a dremel tool
A small (2mm diameter) and large (10mm) hollow,diamond-tipped coring bit.
Plastic container to hold water so you can drill your stone under water. Drilling underwater cools off the bit and which will speed up your drilling and keep your stone from over heating.
Adjustable wrench to hold your rock in place while drilling.
Small sedimentary rocks (sandstone, limestone, etc when scouring the beach for rocks, these tend to be well rounded)