When you drill holes in the rotor, you remove 20-30% of the friction surface so to stop you need 20-30% more pedal pressure. Drilled rotors are there to allow extra cooling and reduce weight. There's really no value on a normal street car at street speeds. And as others have said, a true drilled rotor must be designed to be drilled or it will crack. (ask me how I know). My race car has drilled rotors but Brembo designed them to be drilled. I tried stock rotors that had been drilled on my 528 and it was a waste of money, the increase in pedal pressure required to stop was significant. 3 months of putting up with that and they went in the trash, replaced with stock rotors.

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'04 E53, 4.4 Sport
'97 E39 528i
'86 911 Carrera, track car
'96 BMW R1100R