I have lots of pieces that don't have holes or bails that I like to make into pendants such as these gorgeous vintage lucite hearts. Lets add a bail so it can be worn. My favorite is using the double leaf findings (available in jewelry supplies at most craft stores). I wrap the finding around a pencil first so that it fits up and over the heart. I glue the finding in place with just a dab (slightly less than a smidge) of E6000 glue. Make sure no glue squeezes out from under the bail.
Clamp the bail onto the pendant with these cool clamps from the dollar store until the glue dries:
What if you don't have the leaf bails? Just make a spiral with a piece of 28 gage wire: