I'm thinking on building an sg from parts I get, but I'd like to put a half pickguard on both sides, will it hurt to drill holes into a body on that side? I'm also wanting to put a bigsby tremolo on it, would the holes drilled in that do damage or effect the tone? And while I'm at it I'm going to put a pearly gates in the neck pickup and a sreamin demon in the bridge, will that be a good combo or would the two not mix well? I'm into a lot of classic rock and dirty blues.
On the other side it's beautiful in my mind, it'll be seafoam green, with white half face pickguards on both sides, with white knobs and also with a gold bigsby!
everything you do to it will change the tone. sometimes it might be too insignificant to hear though...

I dont think drilling those holes is too much to worry about.
alright, glad the wholes shouldn't do to much damage, but now the question is will those two pickups mix well?
im not all that familiar with those pups but check out some dimarzios. personally i think that the tone from a dimarzio will beat any other out of the water. this isnt the most accurate thing in the world by any means but it can help give you an idea as to what to look for. u may want to look at the vintage and medium output pups if ur into classic rock

I have a red sg with a bigsby b3 cut down to fit the epi. Take a look at my profile and you should get an idea. I have a pg in the neck and i love it.

As for the bigsby, the basic installation loses out on a fair bit of sustain. But if you use a style that bolts to the face of the guitar or modify a b3 or b7 to do that you wont lose too much. i have only a little less sustain with the b3 over a stop bar. personally theres no huge difference if bolted down. I left a comment on your profile yesterday about the pick ups