If using a cordless drill then I have found these very good for masonry:
Heller Cordless drill bits
I used a 6mm one for drilling into brick and concrete with my little 14V Bosch drill and I must have got to at least 100 holes when it was finally worn out. For 1p a hole you can’t complain.
I have bought cheap drill bits and never again. They are just dangerous when the twist or break or end up trashing something.
Those fancy Bosch multi-use (blue painted ones) are okay and can drill anything (i have used the 10mm to drill out large rivets on wishbones).
Always found Dewalt drill bits very good.
For the SDS I have only ever been drilling into traditional brick or concrete, nothing too hard, so the cheapy bits that have come with the drills are still going fine. I bought a set of 1m long bits from Aldi for drilling holes in the flat and they have done well with no failures.
For drilling steel it’s got to be a decent cobalt bit but normal HSS are fine when using a proper drill press due to the extra control you have.