I think you will find that the hex shank drills you bought are made for going into hand held drills, where precision is of secondary importance to getting a hole thru something.
Normal drills (for engineering work) you will find have a soft shank, and if they cannot be held in your chuck, then it is time for a chuck replacement.
I have been using the keyless ones from RDG (about 10 up to now) for a fair while, and have found them all to be
super value for money and very accurate, and would never go back to the
keyed variety, unless I need something to hold larger than 3/4″
I buy my bulk ground drills from here, and find they are very good quality and the prices are almost unbeatable. I use them for normal ground, long series and hard plate drills.
Drills
.
Edited By Bogstandard on 20/07/2011 09:51:52