robert,
Depends on the diameter, if its under 2 inches or so,
then yoou can get cheap hole saw sets that fit a 
portable drill.  Depending on the thickness you may have to

go in from either side to get all the way through.

If it's bigger than 2 inches or so, you might do it with a 
very heavy jig saw and a circle cutting guide.

I think there are posts in the archives about this.

Tom

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