The size of drill bit will depend on what you are cutting and thickness of wood too, i use a 2mm drill bit which i have used for as long as i can remember and i cut 3/4 inch wood.
I snapped one once when i tried to push the bit too fast through maple wood, but i also use a pillar drill..
I'm with Steve. I use a pillar drill as well and have a range of drill bits. With a 2mm hole you will get all the common sized blades through that. After you have drilled your holes sand the back off as those little bits of wood that break off underneath can cause the wood to jump about when it is on the scroll saw.
As the guys say, go with what you need, cos I mostly use a 2/0 blade I mostly use a 1mm bit - they do break though less often now i have a pillar drill - generally use the biggest you can get off with - the 1mm ones are quite short and drilling through 18 mm wood can be tricky
I recently got some from screwfix that were more expensive than usual and they seem to be standing up - fingers crossed-
As with the other postings, I use a bench pillar drill, with .5, 1 or 2mm depending on blade size, very rarely do I break a drill bit, that’s it, tempting fate, next time using a broken bit for sure. :evil:
For a good selection of drill bits, including the smaller drill sizes .5,1,2mm etc with a larger shaft to grip in larger/standard chucks, or you can use a small sub chuck to hold the smaller bits.
Yes, don't break them. If you have a drill stand or a pillar drill and make sure the job is secure, you are unlikely to break any drills. You are more likely to lose them on the floor. Just remember, tiny drills need a FAST speed. I am running a 1mm drill at 3,200RPM drilling BB ply and pine.