You get 2 types of 'drilled' discs, those that are cast with the holes already in them and those which are cast as solid and then drilled. The parts look the same to the naked eye but get them under a microscope and you'll see the grain structure is different.
When you cask the holes then the grain flows around the hole but if you drill them then the grain is broken and you get a stress concentration.
Stress concentrations will eventually lead to cracks if you're pushing the discs. These cracks will start off as very faint hairline surface cracks from the holes but can eventually lead to complete disc failure which you really don't want!
Either way, I've used solid and grooved discs (arguably better than drilled in every way) and didn't notice any major differences.
Stick to standard, they look better than drilled IMO anyway