Homebrew PCBs

While drilling Many small holes in PCBS--or any plastic or plexiglass for that
matter--it seems that the bit will become coated with plastics. 
Either it just accumulates, or it can melt on the bit no matter what the
right speed is.  So, how can this be handled?  Is there something which
can be done to have the bit come up clean and not have the accumulation
or coating interfere with the drilling?  I've thought of eleborate cooling
mechanisms combined ith vacuuums to both cool the bit as it eats its way
through the day, and also suck the debris immediately away.  Sounds
convoluted.

Thanks
Charles