The choice of drill bit type depends on what the material is you want to drill. There are three kinds of drill bits:

Metal drill bits with a partially ground tip are suitable for non-ferrous metals. These include aluminum, copper, brass, zinc, iron and non-alloy steel. Drills made of cobalt-alloy High Speed Steel (HSS-E) or even drill bits with a titanium coating are needed for stainless steel. These are more expensive than normal HSS drill bits, but they enable drilling in special steel without a high level of drill bit wear.

These have a long centering tip with two pre-cutting spurs, and are well suited for drilling cleanly through wood.

These are used to drill through masonry and concrete in combination with an hammer drill or a SDS drill (a SDS drill is required for drilling in concrete). However, if the wall is made of porous perforated stones, only rotary (non-impact) drilling is performed. The same applies to porous bricks and boarded walls. For drilling in these materials you should use a masonry drill bit with soldered-in tungsten-carbide plates on the drill tip.