When the electric company put our line in they drilled 11 or 12 holes in one day. The next day was spent drilling 1 hole (and took a special head to drill it). Guess where I'm putting my building... Right next to that last hole! I'm not saying that I won't go that route as I haven't actually asked the electric company if they would do it and how much they charge. My assumption is that if it takes a day per hole to drill that I'm not going to be able to afford it.
See if you can find a local guy who installs barbed wire fence. They usually have a rock bit for their augers. We had a guy drill the holes for the pipe corners for our property line fence. $30/hour, but he was able to get through a 12" slab in an hour or so. If you were able to drill even a foot deep in bedrock and secure a post anchor in concrete in the hole, I would think wind wouldn't be an issue.