I would head to a hardware store and buy two things, a multi bit screw driver (likethis) and a set of titanium drill bits($) (like this). If you are ok with spending a bit more money go for either black oxide($$) or colbalt bits ($$$)

This should handle 90% of the sizes you need, if you need anything else just buy it individually. These sets wont drill masonry though, you need a different kind of drill bit for that