This page discusses drilling holes in metal.
If you are just not making progress, the metal might be too hard. Worse, your continued efforts to drill the metal might be making it harder! (This is called "work-hardening".) Consider Annealing To Soften Metal.
You might also consider buying drill bits in bulk, such as thhese packages from
Harbor Freight Tools:
Each pack contains 10 identical bits.
They are available for several comkmonly-used drill bit sizes.