I'm I'm certainly no expert, so take my opinion as such. A good while back, I purchased this set from HF:
http://www.harborfreight.com/cpi/ctaf/displayitem.taf?function=Search
IIRC I caught them on sale for $19.99, I think they are a bargain still at the regular $29.99 price. I've looked at similar sets in WW stores and their import ones seem to less "finished" than the HF I got.
Here's some sample holes in spalted red oak. I glued three 3/4 pieces together and drilled through from the face side and from the edge side. Planning to make a couple wine bottle holders and this will be the hole the bottle neck goes through.
Drills seem to cut well, but these are the only ones I have tried. Holes cut through very clean on the ID and the start side, if I needed to use the breakout side, I would have clamped up a sacrificial piece. Drill was started and stopped in the hole in the picture as I was operating the camera and the DP, otherwise, hole would have been cleaner yet.
I do like the hex shanks too, it may take a fraction of a sec longer to get it in the chuck, but the grip is much better than with smooth shanks......such that hand tightening is OK if you are reasonable with the feedrate.
The fitted case is pretty well made and the plactic caps for the ends should help keep the drills sharp.
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