Easiest would be to start a hole with a dremel, use a small grinding bit. Then you can ream/enlarge the hole with a larger grinding bit. It is extremely hard to get purchase on a round bottle with any other drill bit including a glass drill bit, the amount of force needed could easily crack the bottle.
To drill a hole in a wine or beer bottle, you need to have a dremel tool and a special drill bit. You can find drill bits of different sizes, for different hole sizes. The dremel tool and the drill bits are available at any friendly hardware store.