I couldn't find my drill so I started with a dremmel. (DO NOT DO THIS!!!) It started out okay, but then the tip I was using kept vibrating too fast, where I couldn't tell where I was placing it in my pumpkin. I messed up my pumpkin somewhat this way. Then I tried carving my leaves with the dremmel and it didn't quite carve it the way I wanted.
Go straight for a regular drill. I wish I had. You can use a decent size tip for your holes depending on the size you want, but don't go too small, or it will be hard to see any light through them when you put your candle in. Don't forget to put on safety glasses or something to protect your face from the flying pumpkin. I had pumpkin all over my face.
Once I started up the regular drill everything went so much smoother. I was able to get the drill completely through to the inside of the pumpkin, and also drill exactly where I wanted to. Using different size drill bits will make some really cool patterns.
I drew on my pumpkin where I wanted things first, and improvised from there. First I carved out the leaves with a knife which was the easiest way to do the leaves, then I drilled the holes for the wind. Once you get going it's pretty easy.