mscdirect.com is another source, also Grainger. Many people like the Chicago Latrobe bits, but they are too pricey for me. For my money, I like the Craftsman bits (which are probably made by Vermont American) and my trusty Drill Doctor to keep them sharp.
Triumph, Chicago Latrobe, Greenfield, TRW, aRE All premium brands. I try to at least buy brands made in the states, though I cannot always afford the brands I named.
I just get overstock lots from machine shops and such on ebay. Find a machinist and have him teach you how to sharpen one: drill doctors are a joke once you learn the real deal.