I have used a very small drill bit to make my holes in thick leather.. I mark them out by a ruler.. and either use a sewing awl or a larger size needle, with a thick waxed thread. These items are usually found in the sewing section at your local Walmart.

Another option is going to a local saddlemaker or cobbler, who could sew up the leather for you, for a small price..

one other thought... use the two piece rivets available at Tandy or the Leather Factory.. a simple single hole, and proper setting, will make a nice clean, and strong connection.. just match the rivet to the metal of the clips you are using.. brass for brass.. nickel for the silver.