It is possible to use a hammer and a nail as a chisel to make the hole. It takes a lot of patience and you have to do it carefully so you don't crack the vase, but I've done some smaller bongs using the chisel method. Once you get a small hole started, you can use sandpaper rolled tightly into a stick to work at it and clean up the ugly hole that the nail made. Its really not as much work as it sounds. I could probably do one in 15 minutes or so. Just with a drill you have less chance of the vase cracking.
A cool man I saved like three different glass bottles I wanted to make into bongs, two mike hard's lemonade ones and another glass bottle that had jelly beans in it. It had a cork on the top and looks like a bottle pirates must have drank booze out of.
I recommend sticking to using ceramic or other non glass materials. Glass is extremely hard to make holes in without a diamond bit and it is very vulnerable to the temperatures that drilling creates. I got lucky and managed to make a hole in a Sobe green tea bottle with a hammer and nail, but it wasnt somthing you can expect to happen even 3 out of ten times. Though if you can get your hands on a Goldschläger bottle, you might have a good chance. They have a little flat disc shaped emblem on the bottle which is the ideal place to make the hole. The plastic disc also helps to prevent the rest of the glass from cracking.
