It depends on what you're drilling with. In a drill press, or especially a milling machine, I like cobalt 135 split points. They're not 'impossible' to resharpen, but it takes skill, a steady hand, and a sharp corner grinding wheel. For hand drilling, the 118 degree points and softer bits are more forgiving. In steel especially, low RPM, oil, and high pressure gets the job done. In a machine tool, I use combination center drills, but they're very easy to break drilling by hand.
I've had good results from Triumph Thunderbits for an affordable bit. Guhring GT100's are great if money is no object, but too fragile in a hand drill.