I have a number of wires that pass through my outer brick fascia into the basement. These include my old One-Wire (Dallas/AAG), coax for an LF antenna and the GPS signal for the Blitzortung lightning detector.
I make multiple measurements on both the outside and inside of the house to make sure that it won't hit any wiring, plumbing and come out where I expect it to. I use a reference point that is visible both inside and outside, such as a window corner. Measure twice, drill once to paraphrase the old saying.
I have a Bosch "Bulldog" hammer drill with a 12" SDS masonry bit. It goes all the way through the brick, wood and whatever else is in the way. I struggled for years with a conventional drill motor, but the hammer drill really makes quick work of it. I wish that I had bought it 20 years ago.
Once the wire is through the wall, I always leave a "drip loop" that dips below the opening on the outside. This prevents water from following the wire into the house. I seal the hole with some RTV.
Greg H