Anyone drilled rotors for better braking?

As far as metallurgy goes, I would suspect that the aftermarket rotors get their hardening after the holes are drilled, and not before. Also, you'd have to chamfer the edges if you did it yourself to try and prevent cracking, if you skipped that step you'd definitely have cracking problems.

Drilled rotors do nothing to increase your stopping power under standard conditions. They lighten the rotor slightly and provide better cooling by allowing a better release of heat, so if you have problems with brake fade or warped rotors, they will help with that. But they won't increase the overall stopping power of the brake, they just keep it from going away as fast by keeping the brakes cooler. So if you're not overheating your brakes, ie, you've never had brake fade issues with your current system, you won't see much, if any, improvement.