HDPE sheet is easy to drill with both standard wood working and steel working drill bits. Spade bits work well for larger holes. For larger holes a hole saw works, however they plug up rather quickly so it should be drilled using multiple depths with cleaning the shavings out in-between. A router or jigsaw(saber saw) will be useful for holes or profiles that are too large for drill bits. Self-augering drill bits do not work well as they cut too aggressively.