I would like to attach a 1/8" thick piece of plexiglass to the front of a bookcase. (It will be open at the top and will be used to house a hamster, so no hinges are needed.)
Can I use small nails?
Should I drill a very fine pilot hole?
If the nail idea is no good, then should I use a special adhesive, or should I use screws?
I do not have clamps and I do not have any special drill bits. If you want me to buy a special drill bit that doesn't cost more than $15 and that's available at Lowe's or Home Depot I'm game.
Edit:
I followed the recommendations and it worked great. Very fine bit first, dipped in the dish soap. Went partway into the wood too. Then switched to a slightly larger bit and didn't go into the wood. (Particle board, actually.) The fine nails (1 1/4 " long) went in nice and straight thanks to the partial pilot hole. Used a slow speed and didn't push much. Operated drill while removing the drill from the hole. Made sure not to overhammer the nails.
I left the outer backing film on, to reinforce.
Tip: to remove the inner backing film, I rolled it up with a heavy cardboard mailing tube (borrowed from hamster).
Comments: the plexiglass didn't slide around even though I didn't have clamps. The drill bit never got hot but I did periodically dip it in the dish soap and I had the sense this was helpful.
Conclusion: faster and easier than it would have been with screws.