Masonry is nearly always drilled with a masonry bit and a hammer action drill unless large diameter holes need drilling in which case a core cutter would be used.
Masonry bits come in two different types, the standard fitting and the SDS fitting. The SDS fitting bits come in far more sizes, some of which are over 1metre long. Standard masonry bits are really only suitable for drilling small holes for putting up shelves etc. A standard hammer action drill would not be suitable for drilling a 22mm hole through a 4 feet thick wall, where as a SDS drill should drill such a hole with ease! SDS bits can be confusing as there are SDS, SDS+ and SDS max. Most of the SDS drills in use today use SDS+ drill bits as this has somewhat become the standard for SDS machines.
When using a hammer drill inside it is essential that you start to drill the hole with the hammer action turned off, or else it makes it extremely difficult to start the hole and can damage the surrounding plaster.
This is a standard masonry bit, this will fit into most standard drills that use a standard chuck.
SDS+ Masonry bit
Many people do not realise the huge difference between a normal hammer drill and a SDS hammer drill, the difference is amazing! Please watch this video- SDS drill versus hammer drill
For large diameter holes a core cutter should be used, these again come with both standard and SDS fitting arbors.
Diamond core cutters are used when large diameter holes are required in masonry. These cutters have industrial diamonds laser welded to the tip of the core, you should never use these with hammer action!
Please watch our videos on how to drill through walls and how to use diamond core cutters
How to use a diamond core drill