The best thing you need to remember is to buy at least 5 or 6 of the smallest sizes of drill bits at a time. As Dr. Wayne said, you can sometimes get a surprising number of holes out of a bit before it breaks (I think Wayne's number quoted above is probably a record), but they will also tend to break very easily and often. What works better than the small bits if they are the right size for your needed holes are hypodermic syringes. The problem is that there are laws on the books about drug paraphenalia. One of the presenter's doing a clinic at the recent NMRA convention on scratch building supplies mentioned that when she wanted to buy a syringe, she took a model boxcar body into a drug store, and showed the pharmacist how she used the syringe to drill small holes in the body to mount grab irons. He was so impressed because he was trying to figure out how to drill small holes in ship models to mount rigging, and hadn't thought of a syringe. She is now on a first name basis with that pharmacist, and has no problem buying syringes from him. If you are able to get syringes, you need to get a "sharps box". Even if they are not used for medical purposes, syringes are considered "medical waste" and must be disposed of correctly.
WOW never would have thought of a syringes for model railroading lol. I dont think i could get my hands on one tho lol.
And your advise of buying 5 or 6 of the drill bits at a time is a good idea, i bought 2 packages of each of the 3 sizes i ordered from Walthers, so i have 4 of each right now. I want to order a whole set with a case also and have extras of the most common sizes for spares when they break :mrgreen:
Walthers has some nice sets for around $30, think i might get one of them and some extra spare bits as well :mrgreen: