I have the TPMS option and the car has an excessively strong separation anxiety complex with the bloody sensors. There's no way to disable it, or so says my dealer.

If I get new wheels is it a pain to fit these things? Are there any that come with the little mounting hole dealies as standard?

 

As far as I know there are not a pain, they should drill a hole after removing your tires and drill it on the inside and place the tpm sensor than put the tire back on

 

It is not too much of a pita, but does take finesse when mounting/dismounting the tires to not hit them. If you're upgrading to a quality wheel like HRE or BBS they're perfectly compatible with all tpms units and will only require a short recilibration of the sensors when the wheels are reinstalled. As far as drilling holes, i don't believe that's accurate as i've never had to drill anything to make tpms work