Drill press clamps or vices

I'm more a fan of a standard drill press vise properly bolted to the table. You can use the pivot points on the table to adjust it to the right location even when the vise is bolted down. This is the one I have. Bought it certified re-furbished on Amazon for about $30.
https://www.amazon.com/Wilton-11744...33340&sr=1-2&keywords=wilton+drill+press+vise

I also recommend a basic set of machinist parallels like these:
https://www.amazon.com/Anytime-Tool...UTF8&qid=1482933459&sr=1-1&keywords=parallels

The Harbor Freight drill press vise is decent to start, but it's not very precise and doesn't allow for use of parallels, which is why I'd recommend buying a decent one to start so you don't end up with 2 vises like me...

All of that being said, Larry's solution is definitely the cheapest and easiest!
 
I just want to point out a lot of preventing this is technique. When you near the point of break through, slow down your feed and start pecking. Whether its steel or kydex, the reasons things helicopter is the same - the point of the drill has broken through and the lip of material left in the hole jumps past the cutting edge and into the flutes. Slowing down avoids this. Plowing right through almost makes it a certainty.
 
This is a good video that echoes what Kuraki is referring to on page 1. This guy's videos are great.
IIRC the count posted some of his vids in the stickies.
[youtube]8Ri6poVpQM8[/youtube]
 
That video is a good representation but it bothers me that he says "dull the edge." It may feel dull after doing this but you don't want it to be dull, you just want to reduce the difference between the lead and rake angle. It's like saying a ground and honed lathe bit with a nice sturdy 86 degree included angle is dull.

Maybe I'm being pedantic.
 
The cut on the back of my thumb just healed from when a blade helicoptered out on a hand held drill. Good to see I am not the only one that made that mistake :p. I just bought a drill press and a decent vice for it so I will see how well they both work shortly.
 
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