This is a question of personal preference and there is no one correct answer. Generally speaking you will need a special drill bit to drill through hardened steel but the jury is still out whether titanium or cobalt is the better option.
Titanium drill bits have been manufactured using a metal formulation of titanium nitride applied to regular HSS drill bits. This makes them incredibly hard and titanium is renowned for being anti-corrosive. Another feature of titanium drill bits is that the material significantly reduces the friction between the the drill bit and the part being drilled. Typically, titanium is harder than cobalt drill bits but the downside is that you wouldn’t be able to sharpen the drill bit as titanium is just a coating, whereas cobalt drill parts are made with cobalt steel mixed with a high percentage of cobalt so can be sharpened where needed.