I recently saw a documentary about lock picking. It was impressive how fast professionals can open locks.
On my site I also have a page about opening locks
which gives you some information.
When you drill a lock you should first use a thin drill bit and follow up with a slightly larger bit. If you look at the picture on that page of the drilled slotmachine lock, it's drilled open too much. A smaller bit would have worked also.
I've even seen games where people completely drilled out the complete lock !
This takes a long time and is not necessary.. just a small drill through the center should be enough, so you have enough part of the lock left to rotate.