Ken, I use a set of cheap drills (without thicker shaft at the end) from ebay. The drills are junk, but so I have HSS shafts in 0.1mm steps.
It starts from 0.4mm with 10 drills, for the bigger ones are only 5 included.
They are blacked, so I can use them for hold parts during soldering without the danger that the part is stick to them.
Just my 2 cents,
Frank