I don't know the actual screw size, but by measuring an actual case screw (from an Antec case fan package), it looks like a 4mm hole is teh win.

If you just need a hole to put a screw and nut in, then I'd say 1/8th inch is probably going to be alright. Unless you're using self-taping screws, in which there's probably specs on the box. Usually ...