In addition to MrWhoopies comment, if you do heat the steel up, be sure to let it cool slowly. If you cool it quickly in water, you will reharden it.
As far as a good brand of drill bits, that can be a challenge. Anything you find at the box stores, probably will be fair to Ok for most things. Cost will probably be the best way to tell. The more it cost, the better it probably will be.
Semi on topic, I bought a set of 13 bits, 1/16” to 1/4” for about $90 couple years ago. I had serious butt hurt doing it, but they have worked out fairly well. They were from the Matco tool truck. Called Hyperstep drill bits. They are offering them in more sizes today and colbalt too, I think.
A 29 piece set runs $350-400+.
1/4” and under is not warranted. Anything bigger than 1/4” is lifetime warranted for dulling, breakage, etc.
I just had a job where I had to drill 140 holes, 1.75” deep for 7/16-14 tap holes. I ordered 2 23/64” hyperstep bits, just in case first one broke/ dulled halfway thru. They were $29 each. And then I gave the job to young 20 year old apprentice in shop. He was to use tap magic as a lubricant. About halfway thru, I heard the telltale squeak, and he had locked the bit up in a hole.
I came over and almost burned my hand on the workpiece, it was so warm. I got the drill bit backed out and then drilled the next hole. I instructed him to use more lubricant, and push a bit harder so the chips are bigger and come out of the hole. He finished the rest of the 140 holes on that same 1st bit. The tip was a bit discolored, but still sharp and cutting well.
So at my shop, we are going to take the approach of ordering one of these bits as jobs come up that warrants the cost. Probably if they continue to perform like this, I will probably be able to talk boss into a full set, but it will be only used by certain guys in the shop.
As far as my own personal set, when ever I have used it, it has performed well. The multi steps are especially easier in hand drilling.
Maybe one of these days I might actually spring for a full set myself, when I find some extra cash to invest in my home shop.
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