Obviously all about personal preference but I kind of like buying these little bulk packs of the bits I use most:

https://www.homedepot.com/p/DEWALT-MAXFIT-2-in-2-Philips-Bit-15-Piece-with-Small-Bulk-Storage-DWA2PH2MF15/309474872

and then I'll assemble what I want into these:

https://www.amazon.com/gp/product/B01HZ5H136

to leave in my toolbox. Buy buying them in bulk I don't care so much when one gets lost, just restock it in the holder and move on. Less annoying than buying a "kit" and seeing an empty space when one goes missing.

Also, I've never cared for the drill bits with hex ends. Feels weird to me. ;-)