Homebrew PCBs

All,

I'm new to the DIY-PCB scene. I've just finished my first test etch and am
just overjoyed at the results I was able to achieve my first time out of the
gate.

I now need to look at drilling my boards.  Does anyone have any
recommendations on what drill bit sizes I should get for general
through-hole work?

Given an Eagle .brd file, what can I do to get an idea of the drill bit
sizes I'll need?   I ran the CAM processor and opened up the .dri file for
one of my projects, which appears to be a good start... but how much
tolerance should I allow? If the .dri calls for a .035, a .036, and a .0394
inch drill bit, I assume I can use a .0394 for all of them, right?  (I mean,
that's what... 4 and a half thousandths of an inch there.)

What rules of thumb do you use? What drill bit sizes are your most commonly
used sizes?

Thanks,

-Matthew