Beware of drills with collets - some of them (EG Poxxon) only hold a limited number of sizes. It's OK if you have drills with 3/32" shanks, or similar, but if you have plain number drills many will not fit. If you have ER collets the smallest you can hold is 0.5 mm - I have some very small drills (0.05 mm) which are on a 1 mm shank.
