Tim,
Drill bits have evolved to be pretty application or job specific. If you shop Manhattan Supply Co.-MSC, or similar, you will see a selection that may make your head spin.
For jobber length drills, I tend to prefer bright finish, or polished, with split point. Cobalt alloy gives you added wear, as do specific coatings, all of which tend to again be application specific and add to the sticker shock.
But above all, you get what you pay for. However you can also waste money on bells and whistles you do not necessarily need. I buy Precision Twist Drill, Chicago-Latrobe, Cleveland, and on occasion imports if cost is the primary concern.
If you fit the drill to the job, use appropriate speed and feed, correct lubricant, you should have the same set for many projects.
The experts here, of which there are many more experienced than myself, would likely make suggestions if you were specific as to your present challenge.