I went through this over the last 2 years. Started with **** drill bits, kept finding out they were ****, bought the next step better, found out those were **** for auto mechanic use, stepped up... etc. etc.
The absolute minimum I can get to last more than one use drilling out a hardened bolt are real cobalt-steel bits from a mid-level manufacturer like Irwin. I bought a boxed set of theirs that has 1/16 though 1/2 in 1/64th steps (typical 29pc set). I still have most of it 9 months later. Lately, as I've been needing bigger bits or to replace the Irwin bits, I've been buying cobalt steel bits from Chicago Latrobe. The CL bits are HUGELY better than any other consumer/prosumer/pro-non-machinist bits I've ever seen. I haven't hurt one yet.
I would strongly recommend pulling on your big girl ******* and just buying a 29 piece cobalt steel set from Chicago Latrobe to begin with. Buy once, cry once. I've spent more on junk bits at this point than I would have buying the CL set to begin with. The set I'd go with is their Series 550, 8% cobalt steel (M42), 135* split point. The part number for that is Chicago Latrobe 57850.