Depending on the size and quantity of holes, use wood. It is cheap,
easy and can hold tighter tolerances than you might think. To hold a
tube, just drill a hole then cut a slit on the side of the wood that
will not be in the vise, put a screw in for tightening. If you have
trouble with the drill wobbling on the tube, go with a short bit or
epoxy in a drill jig bushing. For small parts, I buy 2x2 hardwood
blocks from Home depot, a cheap fix for holding parts that are easy to
deform. Good for stand-offs as well.