There should be no major issue with drilling the arms in the web area, provided you don't go crazy. It's a balancing act, of sorts. As the holes get bigger, you remove material from the cross-section, which weakens the arm. Taken too far, the arm loses rigidity. Taken further, it breaks. However, as the holes get smaller, they cause stress concentrations which increase the liklihood of stress cracking. Aluminum is especially prone to this, so you shouldn't go any smaller than the small holes in the example you provided. The main thing is to chamfer the holes with a coutersink, and make sure there are no rough edges inside the holes. Ideally, you should drill them slightly undersize and ream them to get a smooth surface finish. If you could polish the holes, that would be even better. Good luck. Post pics when you're done.