One more vote for Drill Doctor. I have sharpened bits by hand for years. It's a good feeling to sharpen one, then use it and see those long spirals coming out of the hole

. But it takes a while to learn how to do well and the Drill Doctor will do it well on smaller bits than can be sharpened by hand. Like Pooh_Bear said, below 1/4" is difficult by hand. Get the DD that goes up to 3/4", it only costs a little more, worth it IMHO.
As far as quality bits, I saw these bits
Bad Dog Tools - Drill Bits demonstrated at a trade show one time. They were drilling glass, tile, files, stainless, concrete, etc. I wanted some, but didn't have the money at the time. They are kinda pricey but seem like they would be worth it. Maybe I should order a set...

(trying to talk myself into it) Maybe I will catch them at another show, I think they sell a little cheaper (show special!!) at the trade shows.
And use a cutting oil, designed for drilling or tapping threads. I don't have a clue what the difference is between that and motor oil, but it seems to me it works better for drilling than motor oil. I had some onetime that was almost like a gel and didn't run off like thinner oil. Don't remember the brand and haven't found any since. But I did notice while on the Bad Dog site they have "Dog Drool", which sounds like the same (or similar) stuff.
jp