FRETS.COM
Shop Tip #279
© Frank Ford 2006; Photo by FF

The drill bit on the right is a "split point" variety.  Unlike the one on the left, it cuts right down to the very center, so it doesn't need a pilot hole or tremendous pressure to drill into tough materials. And, becuase it cuts right in the center it doesn't tend to "wander" as it starts to cut.  You won't find these at your local hardware store, but from industrial supplliers, where the price isn't all that much higher than quality standard bits.