Don't bother with carbon steel drill bits. Carbon steel taps and dies work pretty well unless you are doing production work. Honestly I am not sure I have ever used a HSS tap or die. As far as the type of drill bits, TiN coated bits are nice, especially for aluminum, because they help reduce BUE (built up edge). The only issue with them is that if you ever want to sharpen them, you will lose the coating, and just have an uncoated HSS bit; you are going to be better off with a sharp, uncoated bit than a dull, coated bit every time.
As far as M2 vs M6, they are 2 different HSS alloys, you can look up the content and properties, but I wouldn't worry too much about the difference. M2 is the most common IIRC.
As far as what brand, I can only say, you get what you pay for. I have had several hardware store sets, and thought they worked pretty. When I got my mill-drill, I ran into issues with Z-axis height, so I got some stubby bits, and splurged on a nice set from LMS (American made, Huot index, letter, number and fractional to 1/2"). These things have a will of their own, and they push through steel like it was plastic; if you have the money, they are highly recommended, otherwise, I got a pretty decent set from OSH (black oxide, fractional to 1/2") that works pretty well. I believe it was under $50.