Jim, a cheap set of Cobalt Steel drills are worth a go. These need lubricant but keep their edge better than standard HSS. As RD and bergs mention, keeping cool and slow is the trick. As a matter of course I always start with the smallest drill in the set as a pilot, and work up in size, you've got a set, use all the sizes. I struggled for years drilling bigger holes in one, then was put right by someone who knew about materials and work hardening, a concept I never knew existed back then.
Carbon Steel are only good for wood, plastic and soft materials. I suppose they fill a market, but are practically useless for any serious work.
Swarfy.