The external walls in our house are solid pennant stone, I tried a standard masonry drill bit but it didn't touch it, in fact the tip of the bit melted!
What do I need to show this stone who's boss?
I know this sounds like a stupid question, but are you using a drill with a hammer action?
Some of the old bricks in our house are like granite so I tend to start with a 3mm pilot hole and then enlarge it. It also helps prevent the bit from wandering.
I use multipurpose drill bits from Bosch now (except for the toughest jobs), tungsten carbide tipped and sharpened as standard. I have (in the same day) used it to drill through stainless plate on my pillar drill, and also through tile and brick to put up a bathroom mirror. Still sharp and Ive had them for 3-4 years. Pricey, but **** hot.
SDS Plus all the way.