Richard,
I would not use a bur to drill holes with. I would use a small drill
bit. Most bits are cheaper than burs. If you are trying to make a
seat for a stone drill a pilot hole with a small drill bit then use
your bur to enlarge the hole. If you are making decorative holes use
a drill bit first then use a bud burr or flame burr to clean the
edge. You can also use a flat graver to clean holes in metal. I
typically use my setting burs for setting. I use bud or flame burs
and round burs for removing metal and clean up. I use cone burs for
enlarging holes. You can grind burs to create shapes to suite your
needs. Experiment on some scrap to get a feel for what different burs
can do. You will develop a feel for using the bur that way and over
time will have favorite shapes of burs for different jobs. The type
of cut on a bur matters as does the type of steel. Carbide burs and
bits are more expensive but tend to last longer with proper care.
High speed burs are harder to control for beginners the cut is
different. Diamond burs are used for specialty jobs usually and must
be kept cool. Get yourself a tool catalog from Rio Grande and this
will help you familiarize yourself with the world of burs and bits.
Regards
J Morley
Goldsmith/Laserwelder