The set i use is (from precise bits)
You can do just about any board with that set just about (outside of drill bits), which you'd want in a range. Typical sizes are 0.016 0.032, 0.036, 0.040, 0.125, you'll usually never have the right one you need, so design the board so you do or get lots. http://www.precisebits.com/products/carbidebits/drills.asp?tsPT=wire
I use the depth rings, but not the bushing, the ZrN coating says it lasts longer, but i have no data.
The bits don't last as long as you might think, so best to double up on everything, they're expensive too..