Any hole saw ought to chew right through plastic like its barely even there.
Again, make sure your drill is going in the right direction, use high rotational speed and little pressure. If that doesn't work, then either your saw or drill are no good (or both).
If you just need to chew a small hole in plastic, you could just mark the hole with a sharpie, then use a dremel to grind it out. That's a little more work, but its pretty hard to mess it up.