Probably the best drills I've used are made by Precision Twist Drill.
I'd go with 135* split points. They have a heavy duty pattern web and the split point helps them to self center without walking around. The split point is also cutting rather than bulldozing the material at the center outward so the lips can cut it. This makes penetration easier. This is particularly helpful on stainless where the primary difficulty comes from work hardening which happens when the tool is rubbing rather than cutting.
I run screw machine length drills as much as possible. The only time I use jobber length is when I either need the extra length to clear some nearby obstruction or the depth of the hole exceeds the flute length on the screw machine drills. Once again, the shorter length equates to a stiffer drill that can be pushed harder without deflecting and breaking.
No doubt some people are going to tell you to buy cobalt drills. In reality, a standard high speed steel drill is tougher than a cobalt, and the advantages of cobalt drills really only show up when drilling alloy steels or steels in the pre hardened state. For mild steel and the occasional SS use, they aren't worth the substantial price premium.
I recently completed a job that required 2800 holes, .160" diameter, in a mix of 1/4 and 5/16 thick parts that had been laser cut from mild steel plate. Used PTD 135* screw machine length HSS drills. In a job like this, using small drills, I buy whatever the package quantity happens to be rather than taking a chance on trying to guesstimate how many I'll need and then end up with the job stopped for the want of a drill that costs a buck and a half. Bought a ten pack, but drilled the 2800 holes with 3 drills. No cobalt. No TiN or other coating.
Drilling a pilot hole will extend the life of drills above 3/8" dia. The pilot hole size should be determined by measuring across the web of the drill. Use that dimension, or slightly smaller, for the pilot drill. Oversize pilot holes that move the edge of the pilot hole out onto the lips of the drill will chip or burn an area on the drill and do more damage than having no pilot hole.
One bad piece of advice I see regularly on forums like these is a suggestion to step the size out by a series of different diameter drills. For example, drill a half inch hole by drilling a 1/4 first, then 3/8, then 7/16, and finally 1/2". One of the most destructive things you can do to a drill. Chips or burns the lips at the inner point of contact, and/or snags and breaks the drill.
If you don't already have them, pick up a couple unibits for drilling in sheet metal. The holes will be much more round than if using a twist drill, and you won't wreck your good twist drills while making triangular holes.
