Speaking as a Structural Engineer... here's what you need to think about.
1) How close to a welded joint or frame intersection you are drilling. This is where forces/stresses concentrate and you don't want to weaken your frame there. Keep all drilled holes at least 2 Frame pipe diameters from the nearest welded joint (i.e. if i'ts 1" pipe meeting 1" pipe, make sure your hole is 2" away from the nearest weld etc.)
2) The size of the hole you are drilling compared to the size of the frame member you are drilling into. Typically, if you are drilling a hole that is a 1/3 of the diameter of the piece of framing, in you're doing it perpendicular to the surface of the pipe (in the middle, as opposed to slicing off the bottom etc), and you followed step 1, you should be ok with a sungle hole.
3) If you want to do multiple holes in a line (and you followed steps 1 and 2), you should try not to space them any closer than one diameter dimension of the frame piece you are drilling into. As in... if it's 1" pipe, don't drill those 2 0.25" holes any closer than 1" apart.
With this in mind you should have no issues with structural integrity. These are slightly conservative, but being a structural engineer, I usually don't like to custom modify things when they've been designed a certain way for a reason. Some modifications can be done without affecting structural integrity... (see above)... but others should be scrutinized more closely.