Unlike a locksmith, who only drill locks out of necessity, many unscrupulous characters learn how to drill locks open because it is fast, and seems to work universally. But a criminal who encounters high-security door locks with anti-drill precautions will find their tried and true method of entry does not get them past these locks.
There are two main points that you want your high-security door locks to protect from drills. These are the set screws and the shear line. Both of these areas can be protected with hardened steel ball-bearings. Sometimes there will be anti-drill plates that rotate to protect from someone drilling the shear line, but these are the points that need to be addressed.