Conversion charts
Number Sizes
Letter Sizes
Most drill sets stop at #60, which in 1/87 is pretty durned big

There are sets to augment these regular sets that run from #61 to #80. Also you can buy individual drills. Locally, you might check your dremel supplies at the hardware or home improvement store. Dremel has a set, but I don't think it goes that small.
Here are some suppliers I have not ordered from:
http://www.discount-tools.com/drillsindexmain1.htm
sets and individual bits - High Speed (HSS) is probably best for most of our uses
http://www.drillbitcity.com/index.htm
They have small numbered set for under $10, resharpened. Caution: these are carbide, which is very sharp and able to drill hard materials, but it is brittle and probably not suitable for hand held power drills. Maybe OK in a pin vise if you have a steady hand, or a drill press with caution. Break one off in you work and the games over.
http://wttool.com/Merchant2/merchant.mvc?
Site is slow as molasis, but the price is right on HSS # bits, 27 to 54 cents range.
Of course, there's always Harbor Freight if htay have them that small:
http://wttool.com/Merchant2/merchant.mvc?Screen=CTGY&Store_Code=WT&Category_Code=01420006p
TiN plated is OK, if it's HSS underneath and you sharpen it, it's HSS again instead of TiN. Probably makes no difference when drilling softer materials.
Cobalt is probably overkill, unless you plan to drill into harder metals. My experiance has been that it's easy to work with, similar to HSS.
Carbide and carbide tips use with caution.