Randall Munroe has a nice writeup about flying on Mars, here. Short answer: the air is so thin, a drone would have to fly at Mach 1 just to remain airborne. Also, because the air is so thin, at that speed the plane would be darn near impossible to turn: the plane itself would rotate but not change course.

http://what-if.xkcd.com/30/

Now zeppelins, on the other hand ...