Its been many years since I saw a set of carbon steel drills, and indeed, those are very touchy to work with, as it was easy to spoil the temper by drilling too fast or by grinding with too much heat buildup
A word of caution: drilling steel requires one to be familiar with the proper range of cutting speed suitable for a given diameter drill. That is to say, I've observed many mechanics who have one setting for their drill spindle, whether hand held or drill press: high speed. And the amount of pressure they applied is always to the max as well, especially when the drill is starting to emerge 
There is no such thing as a set of drills that will stand up to that sort of abuse. Drills are all flexible and will bend if subjected to off center application of thrust force, as when drilling with a hand held unit.
Personally, I have used drills from standard fractional sets, with TIN coating and only costing $35.00 per set and had no real issues with them, other than maybe resharpening them correctly. It would help the average user to spend a bit of time learning to resharpen a set of cheap drills, as the same skill is required to keep an expensive set of drills in good working order.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)