A good set of USA made HSS drill bits is as close as your going to get to a universal good bit in my opinion. Of primary importance after buying the right bit is sharpening. Heat in the bit itself is every drill bit's prime enemy. Heat is generated when the bit isn't cutting but rubbing and because the chip, not drilling fluids is the primary carrier of heat away from the point. Repeat, you need to keep your bits sharp, not after they quit cutting but before they reach that point to protect the temper in them. Split points are OK because you can grind them to a normal point when they dull. Wandering problems are fixed with a center punch and sharp bits not fancy points that cant be replicated on your bench grinder. Bits under 1/8 you buy 10 at a time and pitch when dull.
Cobalt bits are OK for there intended use but I don't consider them good general use bits because they are not as tough as HSS. I do keep a set around for drilling hardened steel and stainless.