How much clearance should you include in through-hole component holes?
Typical recommended clearance for throughole pins is 0.15 mm (which is equal to 6 mils, or 0.006 inch).  Keep also in mind the shape of the pin and tolerances.  

If a pin has a rectangular cross-section, then the hole should be sized to the length of diagonal  \$ \textstyle \sqrt{x^2 + y^2} \$.

Often the datasheet for your throughole would specify the dimension of the pin with tolerances.  You should use the max possible size (which is the worst case).  For example, if the datasheet specifies 2 ± 0.1 mm, the hole should be sized for 2.1 mm pin.
The PCB fab, in turn, will specify the tolerances for finished hole size (example).  You should use the min possible hole size (which is the worst case).  For example, if the fab specifies 2 ± 0.1 mm, the actual hole can be as small as be 1.9 mm.

More recommendations about thougholes.