there is a weld line inside all square pipe. Don't drill that side or at least avoid the weld line. The rest of the square pipe should be fairly mild. Most square pipe is made of recycled steel unless it is certified and it will be lot more expensive. You will hit an occasional hard spot but generally, it's pretty soft stuff.
to keep to the thread, I use Cobalt bits, split point 135 degree jobber length. Cobalt is tough stuff and stays sharp longer than anything other than carbide. The 135 degree is for metal and the split point helps stop the bit from wandering. the jobber length simply means a slight shorter than 'average' length bit and is slightly sturdier due to the shorter length but it is also cheaper due to the industrial use vs. consumer use bits.
