It's been mentioned a few times already but I'll reiterate that heat-set inserts are the way to go.
This is what we use:
http://www.mcmaster.com/#heat-inserts/=10w65lb
We've used self tapping inserts for plastic as well, however, a printing lab at JSC recently did a pull out study testing different inserts in different 3D plastics and they found the heat-sets performed best.
They're inexpensive and easy to install with a soldering iron. Just file away any melted plastic that raises above the surface.