We did have no problems as the ground below consists mostly of clay for at least 100 meters. Two times at 60m was a political limit 10 years ago, because at 100 meters "suddenly" mining rules applied.

The tubes are about 100 mm in U-form, drilling mostly is offered in combination with the heat pump. And costs where payed of after about 7 years.

Costs and problems depend on the ground's structure. When I talked with the guys of the drilling team, they told me that problems occur if they work in hill regions with cavernous spots in the ground. That's because the tubes need firm contact to the ground to transfer heat.

Edit: here's an image of the drilling machine in operation: http://www.cynix.net/2008/img_1757.jpg and the tubes are those black ones on the rolls in the front.

Usually 100-150mm wide. You don't do it yourself, you get a company with a drilling rig to come out and do it. Costs around 5k€.