Titanium coated or Cobalt?
 

Was at Sears just now to buy some drill bits, my Bosch and DeWalt bits suck. they had basic sets but the Ti and Co bits were advertised as top quality.

Co: Sears Professional, only for metal and hard metal

Ti: Regular Craftsman, Industrial use, wood, plastic, metal.

I drill almost exclusively in metal, always use a lubricant.

What are the best drill bits to get?

Go with plain old HHS drills

There are serveral quality American drill makers out there.

http://www.morsecuttingtools.com/company/about.asp

You will find them at industrial supply houses.

Don't you mean HSS?

I agree with high speed steel, because you eventually need to sharpen the bits. Once you sharpen the drill bit, there goes your coating.

I buy from MSC Industrial, MSCdirect.com

Yep.. my mistake.

MSC is a good supplier, just pick a good drill co. The import drills are very often questionable steel to say the least. Buy quality and they can last a good long time. That silly drill doctor works okay for resharpening too.

What is best depends on what you are drilling. Cobalt (not coated, cobalt steel bits) is what you want for hardened steel.

I order my bits from MSC.