It's all about the carbide drill bits. To do the drilling correctly you first must figure out exactly what you are drilling. Then you look in your machinists handbook(noshop is complete without one) for speeds and feeds. Then use a milling machine or high quality drill press. Use flood coolant. The coolant type is important for a good finish and keeping the drill bit cool. You can also find what type of coolant to use in your machinists handbook. If your bit heats up then it loses it hardness which makes it dull extremely quickly. Drilling is a battle of hardness and sharpness the hardest and the sharpest wins. You want the drill bit to win
. You can purchase carbide drill bits at Enco or from MSC industrial supply co.
The moral of the story try and put hole in hardened steel before it's hard the harden it. Because there is no way to BS machining hardened steel.