For the drilling metal problem, while using the above mentioned HSS drill bits, it is a good idea to lubricate the drill bit before and during drilling to further reduce bit breakage. You can do this by brushing any all purpose oil onto the drill bit(this can be done while the drill is going, by simply dabbing the bit with the brush. The lubricating oil cools down the drill bit, so the chance of heat related breaks are reduced. Another thing that can be done to reduce breaking the bit is to tap the metal pipe with the drill bit (while drill is going) to make a small divot before drilling all the way through. Drilling on the divot thus prevents the bit from travelling on the slick, (probably round) metal surface, so the bit won't bend.
If your wondering why I know this, my family owns a small business making wind chimes, and that is how we drill the steel pipes for hanging from the chime top (we then countersink the hole with a larger bit to get rid of the burr). I will copy and paste this to the thread as well so more people migth eb able to see it.
BTW, If anyone is interested in our windchimes, our website is www.islandwindcraft.com