Damien mentioned he frequently breaks center drills, and indeed broke one in his last tutorial.
Using center drills to start a drill operation is also how I was trained on a lathe, and is popularly done so, but, that is apparently the wrong tool for the job. The purpose of a center drill is to create the impression in the end of a piece of stock that you're going to be supporting between centers (one in the chuck, one in the tailstock).
The correct tool for simply starting a hole is instead a "spot drill". A spotting drill to me looks like a normal drillbit but with very short flutes to be more rigid.
Here's an excerpt:
"Despite their popularity, center drills are not designed for starting holes. Their purpose is to drill holes with 60° angles in the ends of parts. These holes are used to secure parts in the tailstock of a lathe or to mount a workpiece between centers for a grinding operation.
The center drill is inefficient. Its thick web puts a great deal of pressure on the tool. Pressure leads to heat, and heat leads to premature drill failure. The tip of the center drill is also prone to breaking, as anybody who has ever used one to drill stainless steel can attest.
The best tool for starting a hole is an NC spot drill, which is also referred to as a spotting/centering drill. NC spot drills come in several styles, but they all share similar characteristics. All are short and rigid and can handle much higher feed rates than comparably sized center drills."
Center Drill:

Spotting Drill:

I came across this as I was wondering how to build my motor-transmission coupler, and if I could do it without a lathe.