A compromise would be to get one of the inexpensive "hobby" sets, and, when (inevitably) one or two of the "more often used" sizes breaks, pick up a pack of ten "industrial" bits as replacements.

Exactly. I bought a few sets years ago, multiples of the sizes that I use the most. I originally bought some at Harbor Freight almost 20 years ago, & have bought random sizes over the years to replace broken ones & fill in the missing sizes. I use them by hand, no pin vice. I have broken some, but it teaches you to be more careful.

I use micro carbide drill bits.  All my bits have 1/8" shanks and chuck right in my moto-tool.  I use a 4.8v  re-chargeable moto-tool. You CAN NOT hand drill with these.  They are super sharp but snap in a heartbeat.   I use the slowest speed  and make sure the bit goes in nice and straight. Any angle or twisting and they will snap. They will do most brass and copper but you have to be careful when they are about to break through.  They will catch very quickly and snap if you are not careful. It takes some practice with these bits but once you know what they can and can't do and the materials you can and can't use them on you  won't regret it. They never wear out and you can do some incredibly precise drilling.  My go to for these bits is Drillbitcity.com.

Best small drill bits I have encountered is from Drill Bits Unlimited.  The ones I get are 1/8" shank but are anywhere from #80 to #60 in size.  #71 is about common pin size and is great for drilling holes for securing small parts.  These drills are super sharp but are quite brittle if not used carefully.  Still, I recommend them highly.   I use them in a pin vise as well as a small drill press.

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Only small drill bits i have is from tamiya.  I don't really use drill bits that much unless it's a kit where i need to drill some holes or something.

Tapping is a process of cutting threads inside a hole to fit a screw or a bolt. It is a common operation in CNC programming, but it requires careful selection of the right drill bit size to avoid breaking the tap or creating a weak thread. In this article, you will learn how to choose the best drill bit size for tapping, based on the tap size, the material type, and the desired thread fit.

The set I have used for years, along with a few replacements bits, came from a locale Hobby Shop and there is no name displayed on the case. The base is a round flat plastic black in color and just says Drill Stand in the center and the domed top is clear. The sizes range from #80 or 0135 thru # 61 035 in size. I also have another universal drill with some larger sizes in the handle that I got at a Hobby Lobby and I still see then being offered when I have visited. I agree with Bainford and TonyK that this is an area you should focus on quality over price. I have found them indispensable for attaching small parts and reinforcing many components in my builds.

Kyle, this is a subject that comes up every once in a while.  Please read through the thread below as it pretty much covers all the answers.

I tried installing pins in some side view mirrors over the weekend. I have a set in a blue plastic case, and I couldn't get them to drill at all. Even starting a spot by twirling an xacto blade didn't help.

The first factor to consider when choosing the drill bit size for tapping is the tap size itself. The tap size indicates the diameter and the pitch of the thread that you want to create. For example, a 1/4-20 tap means that the thread diameter is 1/4 inch and the pitch is 20 threads per inch. To find the drill bit size for tapping, you need to subtract the pitch from the diameter. For example, for a 1/4-20 tap, you need a drill bit size of 0.25 - 0.05 = 0.2 inch or 5.08 mm.

The "most often used" sizes ought to have dedicated pin vises or mandrels; that is, have one that is used only with that size bit.  The "hobby" pin vises are usually made of aluminum, if the opening has "crushed" around a larger bit, then it will have some "slop" when used with a smaller bit later on.

The sixth factor to consider when choosing the drill bit size for tapping is the coolant type and application. The coolant type and application affect the heat dissipation, lubrication, and chip removal of the drilling and tapping process. A proper coolant can reduce the friction and heat between the drill bit and the workpiece, prevent the drill bit from overheating and breaking, and flush away the chips from the hole. A wrong coolant can cause corrosion, contamination, or clogging of the drill bit and the workpiece, and impair the quality and accuracy of the hole. Therefore, it is important to choose the right coolant type and apply it correctly for the drill bit, based on the material type, the drill bit size, and the speed.

The fourth factor to consider when choosing the drill bit size for tapping is the quality of the drill bit itself. The quality of the drill bit affects its accuracy, durability, and performance. A high-quality drill bit will have a sharp edge, a smooth surface, and a consistent diameter. A low-quality drill bit may have a dull edge, a rough surface, and a variable diameter. A high-quality drill bit will produce a cleaner and more precise hole, while a low-quality drill bit may cause burrs, chips, or oversize holes. Therefore, it is important to use a high-quality drill bit for tapping, and to check its condition regularly.

Best small drill bits I have encountered is from Drill Bits Unlimited.  The ones I get are 1/8" shank but are anywhere from #80 to #60 in size.  #71 is about common pin size and is great for drilling holes for securing small parts.  These drills are super sharp but are quite brittle if not used carefully.  Still, I recommend them highly.   I use them in a pin vise as well as a small drill press.

There are some things it never pays to scrimp on, and small drill bits is one of them. This will include many drill bits sold to hobbyists as a set. A properly ground drill bit requires precision manufacture, necessary for a bit that will cut well and evenly from both cutting lips and bore a straight, clean hole. I buy machine shop quality bits in packages of 10 or 12 from jobber shops that sell tools for industrial use. Places such as Acklands-Grainger or McMaster-Carr, or many other similar shops sell them. Most recognised name brands are good for model use, Dormer and Greenlee come to mind, but there are many. The difference in cutting performance between a proper bit and cheap hobby junk is night & day, and there is nothing more frustrating then doing some precision micro-drilling on a small, delicate piece with a cheap bit. They cost much more, but for anyone doing scratchbuilding, they are worth it. If you are only using them for pinning, then you could get away with buying only one or two sizes that correspond with the size pins you like to use.

A compromise would be to get one of the inexpensive "hobby" sets, and, when (inevitably) one or two of the "more often used" sizes breaks, pick up a pack of ten "industrial" bits as replacements.

The second factor to consider when choosing the drill bit size for tapping is the material type of the workpiece. Different materials have different hardness, strength, and machinability, which affect the amount of clearance and friction between the tap and the hole. Generally, softer materials require smaller drill bit sizes for tapping, while harder materials require larger drill bit sizes for tapping. For example, for a 1/4-20 tap, you may need a drill bit size of 0.201 inch or 5.11 mm for aluminum, but a drill bit size of 0.213 inch or 5.41 mm for steel.

This is a space to share examples, stories, or insights that don’t fit into any of the previous sections. What else would you like to add?

The fifth factor to consider when choosing the drill bit size for tapping is the speed of the drill bit. The speed of the drill bit affects its heat generation, wear, and chip removal. A higher speed may increase the productivity and efficiency of the drilling process, but it may also increase the heat generation and wear of the drill bit, and reduce the chip removal efficiency. A lower speed may reduce the heat generation and wear of the drill bit, and improve the chip removal efficiency, but it may also reduce the productivity and efficiency of the drilling process. Therefore, it is important to find the optimal speed for the drill bit, based on the material type, the drill bit size, and the coolant type.

Normally, I would agree. I sometimes do this with other items when the buy-in cost of quality is too much to bear at one time. But, with low-quality small drill bits, the cutting quality is what suffers, creating bores that are oversized, crooked, off-centre, bell-mouthed, and sloppy, and requiring many more turns of the pin vise to make the hole. When doing small, precision drilling, the quality of the work will suffer, as will the enjoyment of the task. Also, some cheap drill bits are much less breakable than quality bits, some having the molecular integrity of a over-cooked noodle. I have even bent them without breaking.

The third factor to consider when choosing the drill bit size for tapping is the desired thread fit. The thread fit refers to how tight or loose the screw or bolt fits into the tapped hole. It depends on the tolerance and the application of the thread. There are three main types of thread fit: loose fit, normal fit, and tight fit. Loose fit allows for easy assembly and disassembly, but may not provide enough strength or resistance to vibration. Normal fit provides a balance between ease of assembly and strength, and is suitable for most applications. Tight fit provides maximum strength and resistance to vibration, but may require more force and lubrication to assemble and disassemble. To achieve different thread fits, you need to adjust the drill bit size for tapping accordingly. For example, for a 1/4-20 tap, you may need a drill bit size of 0.205 inch or 5.21 mm for loose fit, 0.202 inch or 5.13 mm for normal fit, and 0.199 inch or 5.05 mm for tight fit.

I have a set from Micro-Mark. They're not cheap but they work great. Can't remember the brand right now but they come in a round domed case with about 15-20 bits.