I got really fed up with drill bits going blunt on me when drilling steel, so I put a set of Heller bits on my Christmas present list. What a difference. Now I keep my Screwfix etc bits for wood, and use the Heller for steel. I also have some Dormers and they are really good too. I think as long as you get a good make you should be fine, so see what's on offer with the various suppliers, and keep away from far Eastern makes (or keep the cheapies for drilling wood, polystyrene, warm butter etc).
K