I got fed up with snapping drill bits, so I bought a set of resharpened micro carbide bits on EBay.
What an enormous difference. They are very, very strong, sharp and have a little weight to them, being mounted on a 1/8 inch shank.
They bite very quickly on brass tubing and go through plastic like fun - exactly what I was looking for.
I got a set of 50 - varying from 0.30mm up to 0.65mm, with 5 of each - for around £20, in a snazzy box as well. I'd estimate that they will last pretty much as long as I will!
Highly recommended.