Advice on drill bits
Drill head type
There are various flavors when it comes to types of drill heads, namely quick release, SDS-plus, and SDS-max. Without putting it too simply, it's important that the right type of drill bit should fit on the corresponding drill head.
A quick release drill head is the most common type of drill head. On a quick release drill head, you manually screw the drill bit into the drill head, usually without a key. However, on a key type drill, you'll need a wrench to really fasten the drill bit properly. Thanks to the quick release system, the drill bits are firmly lodged in the drill head, so they won't fall out unexpectedly during DIY-ing. Quick release drill heads are normally suitable for drill bits between 1.5 and 13 millimeters. Cordless and hammer drills especially use quick release systems.
SDS drill head
SDS drill heads are divided into SDS-plus and SDS-max. Just like a quick release drill head, you can easily screw an SDS-plus drill head into place by hand. The difference is that an SDS-plus drill head has a shaft that you click the drill bit into, preventing it from slipping. This is useful especially for heavier duty drilling work. An SDS-max drill head is comparable to an SDS-plus drill head, except that an SDS-max drill head can take on even more heavy-duty jobs. You use this type mainly on demolition hammers and hammer drills. When purchasing these, bear in mind that the various types of SDS aren't simply interchangeable.
Material you'll be drilling into
Although drilling is basically always about making a hole in something, it's quite a difference whether that hole needs to be made in a wooden plank or in a concrete wall. Each type of material calls for a specific drill bit. The most common ones will be described here.
A wood drill bit looks like that for a reason; some thought went into that. You can recognize the most common wood drill bit by the sharp point on its end, the centering point. This helps you drill into the wooden surface very necessarily, so you won't be off by a millimeter. Wood drill bits are also fine for drilling into materials like plastic. Other common kinds of wood drill bits are snake drill bits, speed drill bits, countersink drill bits, and hole saws.
You can recognize a metal drill bit by its very sharp point that is needed to get into the hard material. Without this sharp head, you'd slip off and damage the metal. The metal fragments that are created during drilling are removed through the drill bit's cylindrical shaft. By the way, metal drill bits differ in hardness. For soft metals such as copper and aluminum, regular steel metal drill bits will suffice. Hard metals such as stainless steel require stronger material, such as cobalt or titanium carbide.
If you're planning to drill stone or brick, you'll need a special stone drill bit. You can recognize these drill bits by the 'wings' on their ends. Apart from that, just like concrete drill bits, they have blunt heads, which allows a lot of force to be applied to the stone material. The difference with concrete drill bits is the material stone drill bits are made out of. You don't use a stone drill bit on concrete or hard natural stone, the drill bit's material is too weak for that. You use stone drill bits in combination with a regular drill or an impact drill.
Drilling concrete is impossible if you're not using a concrete drill, since concrete is rock hard material that you can't just put any drill into. Drill bits are dull and have blunt heads with wings, that work like a chisel. The head is made of extremely hard material, namely tungsten carbide or widia (from the German 'wie Diamant': like diamond). This is essential to enable the concrete drill to make its way through the equally hard concrete. You use a concrete drill in combination with a hammer drill or Combi hammer.
Drilling tile is a precision job. Before you know it, you'll have 2 halves of a tile instead of 1 whole one. Tile drill bits have sharp points, to make sure you won't slip and make an ugly scratch on those beautiful new bathroom tiles. A lot of heat is released when drilling tile. In many cases, you'll need to cool the drill with cold water and play around with your drill's RPM, in order to prevent burning. Cooling can be done using, for example, a spray bottle with water. You can also use a glass drill bit for drilling tile, but it's not ideal.
Don't see a screw thread on the drill bit? It's probably a glass drill bit. You can also recognize a glass drill bit by the 'arrow-shaped' metal plate on the end of the drill bit. You should drill glass very carefully and at a very low speed, so the material (and the fragile drill bit) won't break. It's also wise to place the glass on a flat surface, for extra stability. Just like with a tile drill bit, the drill bit may get very hot during DIY-ing, so cooling in the meantime is a good idea here too.