Does anyone know of a place to buy a full set of Numbered Drill bits that all have a 1/4" or 1/8" shaft? I’m planning to use these to drill aluminum, so it is less efficient to use an endmill.
I’ve never seen such a set.
However, if you are planning on using such tooling in our machines, note that any such tooling needs to be rated to spin (safely) at the speeds which the spindles turn at — most drill bits are only safe at the hundreds of RPMs which drills typically turn at.
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If you do find some good drills for aluminum, let us know. I expect you’ll end up buying one offs to build up your collection though.
First off because I’ve never seen a full collection offered by one brand, secondly because a decent drill rated for our speeds seems to be at least $20 a drill.
That’s an awful lot for a full set 
Harvey sells “drill-mills” and has a good reputation — a bit more than $20 ea.
Note than have 1/4" or 1/8" shanks shouldn’t be necessary if one has an ER-collet — one just wants a full set of graduated collets.
That said, all of this explains why the usual approach on a CNC is to use a smaller tool and machine as a pocket (usually leaving a roughing clearance and taking a finishing pass so as to arrive at the desired size).
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Man those are some pretty lookin tools.
I know drill mills are made to mill as well drill but I can’t bring myself to try mine for anything but drilling 
Thanks for all the feedback. Yes, I am typically needing these for drilling decently accurate smaller holes for taping. Usually for 10-24 or 4mm threads and down. About the largest I would try is #25 / .1495". Those Harvey tools look nice, but look like just basic sizes. I do have a good closed enclosure once I find some bit/cutters.
Is 0.150" close enough?
(didn’t check the speed rating)
EDIT: Or the size, the above is 0.015"
Naturally, if you just want a #25 drill, that’s easy:
https://www.penntoolco.com/shop/?search_query=%2325+drill
the problem of course is what speed it is rated at, what features it has, and the added expense of getting the matching size collet.
Wowzers… yes, I think the .15 would be ok for the #25, but was hoping for a set like you see those micro PCB bit sets. The normal drill bits don’t work because of the shaft size and length. Thanks for trying!
Note that the shank diameter for that tool is 3mm, so you’ll want a 3mm collet for best results (ER-style collets usually have a ~1mm clamping range, so a 1/8" collet would probably work well enough…)
EDIT: but that is moot, since I was off by a factor of 10 (0.015", not 0.15")
As noted above, that link won’t work — please don’t buy the much too small tool.
Here is a 1/8" drill-mill:
which I believe could be used to drill the hole, then machine it to size.
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This isn’t exactly what you’re asking for but… I used a few MariTool machine drills in combination with their incremental sized collets with great results on the Pro 5. I was only drilling in hardwood but they bill them as suitable for metals.
MariTool Carbide Machine Drills
So I had also inquired to Harvey when I was looking at those. Their support actually suggested interpolating with a smaller mill where possible…they didn’t mention the mill drills.
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