Oh, I've been involved in several incidents in Data Centers -but they all were a result of people who had been legitimately been let in to the data center. Contractors, Electricians, Customers, Telcos.

In the entire history of data centers, I'd be surprised if there's been more than a dozen external penetrations on a data center that had the following:

  o Solid Concrete walls.
  o Man Traps w/security that vets all entry.
  o External Locking Doors that are always Locked.
  o Secure Shipping and Receiving (Basically Rolling Doors 
    that lead into a "Package Trap" for gear where it is 
    deboxed)
  o And, I should have also mentioned, customer cages.  

On the flip side, I'm betting we could find thousands, and more likely tens of thousands, of incidents related to people who had been let in through proper channels. If you want to invest effort in securing your data center, that's where you'll get the biggest payoff.