Jacques, one that I have wanted to do in the last few days was 5/16 UNF.
It requires a 6.8mm or 6.9mm hole. Not found in the standard metric drill set (0.5mm steps) and nothing close in imperial.
So there are a few sizes that really could do with their own special purpose drill bits.
On the tight screw thing, (please stay on topic) I was told (years ago) to run the threaded end through your hair. (does not apply to everyone)
I have found that it does make a difference.