Gimlets are probably the most traditional way, for sure, but I use regular drill bits. I take a caliper and measure the body of the screw not including the thread, and use whatever the closest size is for a pilot. Then I bees wax the screws, and thread them in, being careful not to strip the hole. After the threads are formed, I keep the screws waxed, and take care to only use the screw in that hole...seems like they are all a little different. This helps me to keep hole-stripping and cuss words to a minimum.
Greg