casper,
i do what aaron does, tap the hole partially and let the screw thread the rest of the way, but i found a nifty way to speed it up if anyone is interested.
basically i found some 4-40 self drilling self tapping screws. basically the idea behind them is you put them in a 1/4" socket on a drill or electric screw driver, and they make their own hole in almost anything. great for sheet metal. i glue a 4-40 tapping screw into my electric screw driver, and sink it partially into the hole, then back out. makes very fast work of it, and the holes come out perfect every time
pls note that there is a difference between self drilling self tapping screws, and self tapping screws. self tappings screws do work, however ive found they dont always leave the most perfect threads behind. the self tappers have a tapered point, while the self drilling self tappers have straight threads and a drill point.