if you use a "normal" drill bit, you'll want to go for a harder area for it to drill in. Seriously, most "regular" drill bits don't go through skin that well... you can take a drill bit and put it right against your hand with the drill running. It takes a bit of force to get it to start penetrating (I'm not sure how much, but with the amount it takes to get it to drill into wood, it won't go into skin- I demonstrated this to my wife before she would let my son play with power tools)
Anyway, head towards the brain stem... Not all areas of the brain will result in death. (i.e. lobotomies make scrambled eggs out of a portion of the brain). More likely than not, you won't be successful though.