Make absolutely sure you are centered and straight when you are drilling so you don't damage the head. If you've already started a hole and it is off center or crooked then you are kinda screwed. If your hole is centered then just keep using bigger drill bits until there's very little left of the bolt. If you are using left hand drill bits it should come out. A little heat to the head around the bolt with a propane torch might help also.

______________________________________
'69 Coupe, 351C
'05 Super Crew 5.4L
'06 Fusion SEL V6 (momma's car)