I like to drill a small hole, then a larger hole, then chisel off the head, and drive out what's left.
I know it sounds like a lot of steps, and when I have very many to do I use a pair of drills instead of swapping bits, and that makes it faster.
I find that sometimes changing methods makes the work more pleasant, and when I have a lot to do, such as removing all the brackets and crossmembers from a frame, the variety makes the work less tiresome. Any of the methods suggested will work on many rivets. Sometimes any given one won't work well on a specific rivet.
