Cleveland, Chicago Latrobe, Precision, and Norseman are the industrial gold standards. Dewalt, Milwaukee, Bosch, etc all outsource their bits and I've yet to find one that holds up as well as the Clevelands I buy for work. A single 1/2" jobber length cobalt plain finish bit from any of those manufacturers runs about $14, but they last forever if used properly. I deal with a lot of stainless steel at work and I cannot stand cheap drill bits.
Also, get a quality cutting fluid (not wd-40, etc) and use it liberally any time you're drilling metal. Cleanup takes a minute or two longer but you'll drill much faster and exponentially increase the life of the bit.