If attaching to masonry a roto hammer is a must have . Drilling brick veneer you want to attach to the mortar joint , not the brick face . Mortar can be repaired if needed , and the brick has no holding power .
I have an older Skil corded . Works fine , but the regular chuck types can be a pain because they vibrate loose . Constantly tightening it up . Good for now and then use .
The SDS bit type are better , but more money .
Tapcons are a great way to go . They have a dedicated bit per the size of the fastener .
You can also drill the hole , fill the hole with wood , and use an exterior screw to fasten .