The best drill bits I've ever found were locksmith drill bits. They're insanely hard(which makes them a bit brittle) and can cut through anything without dulling. Pricey but if you only need one or two it's worth it.
I remember using one to drill through another snapped off drill bit and it was easy like cutting through wood.
You don't necessarily need a carbide tipped drill. Trust me, I drill all kinds of metal, all day long. I have a plethora of literature on the proper speeds and feeds to drill any kind of metal with any kind of bit.
The two most important things to drilling is 1)keep it cool and 2) keep it sharp.
Your standard high-speed and cobalt will work good as long as you have a good point. Cheap drills come with shitty points, so you should always spend a bit more if you can't grind your own. Keep it doused with water using a squirt bottle; a real light oil is better but not always best if you don't want it going everywhere.
Use a drill that has a Brad point if you're drilling through thin sheetmetal.
Carbide is great, and cuts better, but is harder to grind and as was stated, much more brittle.