Now, to magnetizing. I've decided to magnetize arms of those warriors who have weapon choices available (because I'm slow enough with painting as it is; having to repaint the whole figure just to swap dark lance for the splinter cannon, I would just die of old age before I finish). In the pics below you can see a warrior with a blaster, a trueborn with a dark lance and an archon with an agonizer (from the warriors' kit; I like Wyches' one more but unfortunately I don't have Wyches available) and a pistol. On the next pic are the same guys but disassembled for better understanding.
You can freely use 2mm x 1mm discs to magnetize both arms and feet (later about that) of the Dark Eldar. They seem to have too thin limbs but believe me - 2mm is small enough to fit nicely in the shoulder of the arm or into the foot, and not break anything. 1mm thickness of the disc is okay for the feet too, you don't have to drill it through.
The only things you really need to drill even the metallic figure are the drills (metal rods with threading) themselves - I use 1mm drill to "mark" the place for the larger drill, an then 2mm drill to make a hole for the magnet. Try to center the marker hole properly, since otherwise your magnetized figure might look ugly - that's what I heard, at least. You don't actually need
a pin vice or a hobby drill to use the drills - fingers' strength is enough to drill even through the metal (as I did with my archon), but it does take some time though.
And the plastic can be drilled with fingers easily.
Still, the electrical drill helps a lot though if you need to make a lot of holes (and you gonna need 4 of them for a warrior with a special gun, about 7 for the Raider and 9 for the Ravager - I'll talk about that later). I bought one in my local radio shop.
Here goes a list of all the tricks I used to make my life easier. Use super-glue to glue the magnets. First do mini with both hands, and then match the magnets for the other bodies/hands with the first set, so you could easily swap guns if you want to (in the pics below there's my Archon with a dark lance and with the blaster, I was just toying with the capabilities that magnets give you). Pick a pair of magnets, match their sides, and mark the ones that you want on the outside (magnetizing to each other) with a marker. Then get a drill (or any other metal rod of 1-2mm thickness), and put the magnet on drill's flat end, marked side down. Now put some glue into the hole. Now place a magnet there, and try to remove the drill. Use a toothpick to make the magnet stay in the hole. Watch carefully for the magnet to stay the marked side up. Use a piece of thick paper to remove the glue leftovers. While you do that, apply some pressure on the paper, it won't glue to the magnet if you don't stop moving the paper but it will smooth it's position down. First magnetize the weapon hand, then the left hand. It takes about an hour to make sure the super-glue sticks to magnets good enough so you can test your work (otherwise the magnets will pull out of their holes and you'll have to start over). When it's ready, glue the weapon hand and the left hand together - you not gonna need them separately anyway. There you go, now repeat that several times.
If you accidentally drill the hole too large or too deep don't worry and just use GS to fill the empty space.
Magnets are pretty strong so they work if you make slight errors in positioning or depth, so don't worry much.