If you are from Sweden like me and need small drills. Look at this:

It’s 0,8 mm and you can buy it at:
They also have a set with drills down to 0,6 mm.
I will use this to drill holes for the Kadee #439 Nut, Bolt & Washer when building my bridge.
You can get wood down to 1x1 mm at http://www.modellproduktion.se/
The shipping cost is expensive because the wood length is 100 cm. But if you tell them to cut it in two 50 cm pieces the shipping is very cheap.