I usually use a 2-56, which if course requires a 2-56 tap.
The drill size varies, depending on material and tap type.
There are charts that are googleable to point in the right direction.
For example, in Titanium, using a thread forming tap, I use a 5/64" tap.
Seems awful large for that size, but it works, and I'll twist the head off a screw before stripping the threads in 1/8" titanium.