One of the first things to consider when drilling stainless is the drill bit material. While it is possible to use high speed steel drill bits, cobalt is the recommended material to use for drilling stainless steel. Carbide is also a great choice but must be cost effective based on application before it can be justified. For example, carbide is generally recommended for production based application on CNC machines. Carbide would not necessarily be recommended for a 2 piece job done on a Bridgeport type mill. The most important thing to remember about working with stainless steel is that it can work harden relatively easy. Speed and feed parameters should result in a slightly faster feed and slower spindle speed than you might feel is normal. There are many charts available that give starting parameters. Pecking in stainless steel should be kept to a minimum to avoid work hardening. Generating as little heat as possible during the machining process is key to success in this material. Using plenty of lubrication, such as a dark cutting oil, will also help keep the heat down.
Let us know if you have questions on working with stainless, or if you want to share your method.