Ask your LFS. They usually know who to call to have a custom tank built, and whoever builds custom tanks may be willing to drill a hole for you. I've also seen descriptions online of how to do it yourself wit a drill press and a piece of copper pipe (copper might be bad for critters though so maybe aluminum pipe would work too) The pros are expensive, and the diy route is risky.
i came up against this problem when i was setting up my tank. I ended up getting it drilled at a LFS for 30 bucks a hole and ended up having to seal a chip they put in it in the end anyway. DHyslop sent me this very helpful message about doing it yourself, but by that ploint i had already gone and had my tank drilled. maybe it will be of use to you! Dan, i hope you don't mind me reproducing that message here; I will definitely take this consideration when i set up my next tank. I already understand so much more than i did then.
You can ask at a glass shop, but they might not be willing to do it. Likewise if you can find a good LFS--the kind that a lot of reefers might go to--they might do it too, but it's a long shot that you might find a place like that in Worcester.
Doing it yourself is the best way because it costs little and it is not difficult, however you do need a power drill and a diamond hole-saw. The hole-saw you can get on eBay direct from Hong Kong for about $10, and you can get a bottom end drill from Home Depot for $40 or $50.
Drilling a hole in glass is different from drilling a hole in wood or other materials. Instead of cutting away material you're grinding it away. This generates a lot of heat and dust, so the bit has to be kept wet at all times. When you're ready to drill your hole you should use some plumber's putty or Play-Doh to make a round dam around it, a few inches across and keep it full of water while you're making the hole. The trick to drilling is to keep the bit spinning reasonably fast, but to use very little downward pressure: let the weight of the drill work at its own pace. Expect it to take 5-10 minutes.
Starting and stopping the hole both have unique problems. Starting can be difficult because the bit will jump around and scratch up the glass. Some people will start by holding the drill at an angle, so just one edge of it cuts in and makes a short arc in the glass. Then you can move the drill to the vertical position and use that arc as a guide to put the bit in and get the actual circular hole started with the bit jumping around. A lot of people do this, but I don't like to fly by the seat of my pants, so I use one of these: Craftsman portable drill press.
When the bit comes through the back of the glass it tends to create a rough edge--by that I mean it might take some small conchoidal (clam-shell shaped) chips with it out of the glass. Some people just put some duct tape over the inside glass, but it doesn't seem to me that this helps. I've found the best thing to do is use a piece of scrap glass taped or fastened up against the inside surface. The bit will smoothly transition out of the aquarium pane and into the scrap glass without taking any chips with it.
Drilling is more or less the easy part, you just have to keep those things in mind. The hard part will be deciding how you want to set everything up--where you want the hole and what kind of overflow you want to put it and how you will make that. You can go from something very simple--putting a strainer in the hole and using it as the overflow (what you see in most pet shops that have a whole wall full of tanks of fish connected together) to the overly complex overflows like the one I have on my octo tank. See my thread, Tank Renovations, but keep in mind that this is pretty over the top and you don't need to do all that.
The parts you'll need for plumbing center around the bulkhead fitting. This is the piece that actually goes in the hole and lets you connect things to either end. Imagine a giant plastic nut and bolt with a gasket between them. You slide the bolt through the hole in the glass and then thread the nut on the other end to hold it tight: there's a hole through the length of the bolt that you can glue PVC into it. A length of PVC pipe down to the sump will drain water from the top of the tank there. There's a lot of ways to setup the drain inside the tank. The most conventional way for most pre-drilled tanks is an acrylic or plastic overflow piece: this is the black "Megaflow" device that you see in most new tanks at the fish store. These aren't good as-is for octo keepers because they can just climb over. Putting a simple strainer in the bulkhead might be the easiest solution, or you could build a glass box similar to what I did, except on the inside of the tank (mine is on the outside).
I'd like to add a safety note to Mikewise's post:
The "dust" from grinding a hole in glass is destructive to your lungs if you breathe it in. That is one of the major reasons for doing the grinding under water (play-doh dam full of water around where you grind the hole). The other reason is to keep heat build-up from causing the glass to crack, but you need to be very aware of the dangers of breathing glass dust. Just make sure that the points of contact between the glass and the diamond-hole-saw are surrounded by water and not by air while you are ginding. Then be sure to dispose of the water/glass slurry in a sealed container (trash bag) so that when the water dries the glass dust won't just blow around (so don't just let the water fall on the garage floor and dry there.)
I looked into this, but for other reasons decided to have my tank custom built, and just let the builders grind the holes where I wanted them, so I haven't actually done this yet. If the diamond-hole-saw turns out to be prohibitively expensive there are descriptions on the internet that talk about using a piece of metal tubing and abrassive grit instead.
That depends on where the tank is going to sit and how you plan to set it up. For instance if you plan on doing a closed loop a hole right in the bottom center is a good spot. If you want to to install an overflow box then put the hole in accordance to where you want your overflow. If you dont want an overflow box than drilling the hole on one of the vertical panes along the top third of the tank is good. (like how you would drill an emergency overflow)