Drill bits

Cobalt

Lasts MUCH longer

Get mine from Lowes.

Kind of hard to find in a set that isn't crazy expensive.
Yes, the High Speed Cobalt (HSCO) are great for drilling most metals. Plus, they are very tough and less likely to break when used in a hand tool. Here is a great synopsis of drill bit materials and coatings: https://www.grainger.com/know-how/industry/metalworking/kh-which-drill-bit-does-the-job