Start with a small diameter masonry bit.
Insert drill bit into drill.
Set the clutch to the highest number.
Mark the drill bit with masking tape at the length you want the hole deep.
Keep the drill perpendicular to the surface.
If using a standard drill, pull the drill out and back in every ten seconds. This acts as a hammer to get a bite on the concrete.
If progress is slow, you hit an aggregate. Insert a masonry nail, hit with hammer to break the aggregate.
After drilling pilot hole finish with desired bit size.
Blow out any concrete debris with a large air hose or compressed air in a can or vacuum it clean.
If your progress is too slow, use a smaller drill bit and drill a pilot hole.
Many drills feature depth gauges. Use them. If your drill doesn't have one, try wrapping masking tape around the bit at the desired depth of penetration.
When going to purchase a masonry drill bit, there are two types. Multi-purpose (for use in a standard drill or hammer drill), and those that are exclusively for Rotary Hammer drills. These specialty bits are called SDS, SDS-MAX or Spline-Shank, and these bits cannot be used with a standard, non-rotary hammer type drill. Multi-purpose masonary bits can be used in either a hammer drill or standard drill, but generally not with a rotary hammer.
Do not bear down on the drill with all your strength. Not only will smaller bits break, but the chisel-type tip for regular, non-hammer type drilling will create an advantageous hammering effect.
When using a hammer drill, you only need to withdraw the bit occasionally to remove concrete dust.
Running a small amount of water over the area while drilling will reduce the heat of the bit and the friction between the sides of the concrete and the drill.
A good quality hammer drill will finish a 2-inch deep, 1/4 inch wide hole in concrete block in less than a minute. A standard drill will take much longer, and may not work at all in brick or poured concrete. Use a hammer drill where at all possible.
Screw into the mortar between blocks, if possible, as it is much easier to drill into mortar than concrete block. Always use lead anchors to hold the screws into place if you drill into the mortar, as screws set in mortar will work themselves loose over time. For some light weight applications (electrical boxes, conduit straps), plastic anchors (with regular screws) or "Tapcon" concrete screws (without anchors) are adequate. (Tapcon screws are easy to identify, as they are blue in color.) For any application where the screw will be subjected to weight (such as a bench, handrail or shelves) heavy duty lead anchors should be driven with a hammer after the holes are drilled and then screws driven into the anchors.
While it is possible to drill into concrete or brick with a standard drill, it is not advisable to try. The reason is that a standard drill acts on the principle of slicing into a fibrous material (like wood) or shaving off layers of metal (like aluminum and steel) and concrete/brick is not fibrous or composed of layers of material. Concrete/brick is a composite aggregate material (small rocks bound together with cement) for concrete, and minerals and stone bound together by heat for brick. To drill a hole in cement/brick requires two separate actions, hammering to break the aggregate, and drilling to scoop out the debris. This two stage process requires a hammer drill to accomplish properly. Usually attempts to drill into brick with a standard drill results in: 1) no holes actually being drilled, and 2) the motor of the drill overheating and the drill being ruined.
For very large holes (greater than 1/2 of an inch), or to drill many holes of any size, a rotary hammer is needed. These are large, piston hammer-drills, which have the advantage of being able to be used in "hammer only" mode. This mode allows them to be used to chip concrete and brick as well as drill into it. However, rotary hammers are usually very expensive and require special drill bits (SDS, SDS Max and Spline Shank being the most common). Nevertheless, to drill lots of holes, very big holes, or both, a rotary hammer is essential.
Holes of 2" diameter or greater can be easily drilled into masonry by a device called a core drill which can be rented.
Protect your eyes with goggles when drilling and cleaning out the dust and debris.
The older the concrete, the harder it will be to drill.
When attempting to break aggregate with a masonry nail, take care not to drive the nail too deeply, otherwise it will be difficult to remove. Do not hammer with a flat-head screw driver. The wide edges of the screw driver's tip will produce gaps in the concrete which will weaken your anchor.
When using water, be careful not to get the motor of your drill wet.
Take care not to breathe in the dust. Use a dust mask.
Be aware that stone in concrete can explode and expel chips into your face.
Be aware that masonry bits get very hot. Wear heavy gloves when drilling into concrete or brick.
Hammer drilling into concrete or brick is very noisy. Wear ear protection even if you are only drilling a couple of holes.