Remember that vendors like McMaster, MSC, Fastenal, and Grainger sell varying levels of quality, so buy what you need. Also, the material you are drilling should be matched to the bit material & angle of the bit as well as rate of feed. A tool steel bit that easily cuts through bronze will have issues hardened material. Another issue is the need to cool the bit & clear the chips. A really nice feature of McMaster's web catalog (as well as the big yellow book) is the instructional panel at the beginning of a section.