What's in my wall and how do I drill through it?

[t-rex]

Decent drill bits make a world of difference as well. Used to have no end of issues with a generic "every bit you need" B&Q set, but switched to some dewalt masonry bits and not had any issues since (even with a non sds drill)

This x 100000. I used to really struggle, even with the corded drill. Then I bought these relatively inexpensive masonary bits and the difference was insane:

http://www.screwfix.com/p/erbauer-masonry-bit-set-5-pieces/25124

 

[MassiveJim]

my 18v Makita drill/driver is useless in anything harder than breeze block.
I always crackout the SDS for the heavier jobs, it goes through brick like butter I love it!

 

[BigBoy]

This x 100000. I used to really struggle, even with the corded drill. Then I bought these relatively inexpensive masonary bits and the difference was insane:

http://www.screwfix.com/p/erbauer-masonry-bit-set-5-pieces/25124

I have a set of these bits and they are awesome, chewed up everything I can throw at them.