Use a soldering iron to melt holes in the tubs. It works great, and is very fast. Just don't forget to unplug it after you finish. They get extremely hot. If you don't have a soldering iron you could probably use a hot glue gun without the glue.
I use my soldering iron all the time. I use it to make hides out of old butter tubs etc.
I like the Sterilite tubs with locking lids. Pillowcases are good too but you might as well get a Sterilite tub, because you can use it to soak them also. Which I recommend if you have him in a tank. When mine was in a tank it was really difficult to get the humidity high enough so soaking him really helped.
This is the type I use because my rack needs them.
http://www.target.com/s?keywords=ste...bx_1_1&x=0&y=0