I thought about it, and I had it done with Warbird ages ago, but with the kind of hard plastic they used on the torso of this figure, I'm afraid it will crack the body. When others get theirs, can they give me their opinion on whether the body looks too brittle for a drill like I think it does?
You shouldn't have any problems with cracking so long as you drill slow. The heat of the drill will soften the plastic as you go so the only thing you have to worry about is force. Starting the hole off by simply putting the end of a hobby blade and rotating it will start the hole. Once you have a good start drilled with the hobby blade you can break out a dremmel or drill and finish the depth. I would recemmend a dremmel for it's selectable speed.
on topic: I finally got shipment confirmation today. I'm not much of a regular figure collector (I spend most of my money on TF's) but I can't wait for Sunfire to show up at my door. That is especially true after seeing pics of the packaging. Very nice.