Yeah, we have a company that does e-cycling events every month. I usually go there once every 3-4 months with my various electronic goods,

It costs (currently) $5 a drive, but they shred the drives on site, AND bring you to where they shred them to watch to ensure they get shredded.

I personally remove the hard drives from any enclosure/laptop/desktop after wiping as a force of habit, as they charge an additional fee to pull the drives out for you.

If you're in the states, you can usually look on your county government's website for when e-cycling events occur. The ones where they're quarterly at a centralized location such as a mall parking lot, or a park parking lot, you're likely going to have to rely on them shredding elsewhere and you cannot be certain they're destroyed. However, the places that do the e-cycling at their own center, you'll likely be able to do the above and watch the drives be shredded.

As others have said, destroying with a drill or the like is more than adequate, however the MOOP from it isn't great for the environment, animals, or your feet if you happen to do the destruction inside / outside your home.