If the holes are of any size, I often stuff them full of a wad of wet
paper towel first, then use the spackling. As other posters have
pointed out, you will likely need more than one coat, with sanding in
between. Any hardware store carries it in small containers. Unless you
are planning of doing a lot, I'd get the smallest container you can, as
the stuff will dry out. A couple of good spakling knives are handy to
have around. There are also some cheap plastic ones that are available,
that work Ok. A putty knife is also handy for loosening up stuck
windows after painting. You need more tools... grin