There Must Be Something Out There That Will Drill My Walls!

[tenchy]

an extra tip regarding the tip on drilling small pilot holes first...

Yes, always drill a small pilot hole first, and go up through size in steps.
(I do this for all materials- improves accuracy too. If I'm drilling plasterboard even, I run a 2mm steel bit through first to get the hole nice and accurate).

But, be careful following the pilot hole with the second bigger bit.

If you apply pressure to the drill before rotation, you will stand a great chance of breaking off the corners of the hardened tip.

Always spin up first and then start with gentler pressure.

 

[rampump]

If you are having difficulty drilling a hole, depending on the diameter and depth required the hardest drill bit available (though not commonly available) is the PCD-bit.

Polycrystalline diamond (PCD) bits have layers of diamonds sinter-bonded to a tungsten carbide bit ....... and will drill through anything, even highly abrasive substrate