Quite some time ago, we reviewed Dewalt’s Impact Ready drill bits. While I’m not a fan of hex-shanked drill bits, these uni-bodied bits were actually quite decent. These impact-rated bits are the only ones I’ll ever use in an impact driver. The fit is not quite as secure as if I were to use a standard jobber-length twist bit in a 3-jaw drill chuck, but it’s fine for most applications.
Previously only available from industrial suppliers for ~$60, this 10-piece impact drilling set is now available on Amazon for $38. I’ve used these bits in everything – wood, steel, aluminum, and (if I recall correctly,) plastic, and their performance has been stellar.
You can also use these bits in an ordinary non-impacting drill, but you’ll get more out of your money using standard bits, such as these Dewalt Pilot Point drill bits that we recommend.