To compliments Dave's @DocBlake thread about miniature Power Drill, I'd like to share a really nice store where you can buy miniature drill bits, miniature end mills and much more. Both metric and imperial sizes and varieties. Great service and prompt response. Purchased recently set of bits and end mills.
Carbide Drills, Routers, End Mills, Engraving Bits and CNC Tools
Find an extensive selection of Carbide Drill Bits, incremental size Sets, Route and End Mill Bits and engravers at Drill Bits Unlimited. Ideal for wood, aluminum, carbon fiber, PCB, and plastic applications. Sizes range from .004 to 1/4". Proven quality at affordable prices!
drillbitsunlimited.com