I'm with Dan 100% on starting an important hole with a center drill when using a bit with a tip ground for metal working. The tapered hole left by the center drill centers the drill bit because the outer part of the bit hits first. Then the bit continues down and the little hole avoids the bit's web from interfering. That blunt chisel tipped center of a drill bit can be the enemy of accuracy. A center drill is rigid because it is so stubby. It is also nice because if the right size is needed, the hole doesn't need to be chamfered and that's a step saved.
A punch is handy sometimes for locating the starting point of a center drill if the hole's location isn't all that critical.
I used to have to drill holes where the position mattered. My first attempts with only the bit didn't end well. The bit wandered all over the place. Granted, it was a #70 bit so that's a flimsy bit to start with. I put a 1/8" center drill in the chuck and drilled the needed pattern and then went back with the #70 bit for the final hole. The results are below. The holes were for the brass testing probes for a specific PC board.