Any engineering supplier will sell them. I like to stick to Dormer HSS drills and taps. Just buy the sizes you need when you need them rather then buying sets. If you buy sets, you will be buying sizes you may never use. Unless you're drilling plastic, steer clear of cheap drills, their a waste of money.
Among the elcheapistani drills a mate bought around to see if I could sharpen
some so they drilled round holes were some bosch drills still in the packets.
First one I picked up was an 1/8 inch or 3mm, not a very good sign, it was sharpened really flat so wasn't going to cut. suprising number of the cheap drills were actually sharpened backwards! I seem to rember theprice was on the bosch drill and it was as much as I would pay for a proper drill.
Look at J&L, I got a dirt cheap[cleveland] set of imperial drills from them, just
bought them for the box, yes they were that cheap, but they are OK.
I live near drill service and they have chinese drill sets on sale, never bought
one but they must be ok as drill service wouldn't flog them.
Give a man a set of drill bits and he can cut holes for a day or two.
Give a man a bench grinder and he can re-sharpen bits 'till they're all 2" long
As with most things, steer clear of the dirt cheap and the insanely expensive, I've had a mediocre boxed set (1-12 in 0.5mm steps) on the go for the last 2 years or so. The commonly used sizes are all a bit shorter now, but still cutting well.