-- Last Updated: Oct-16-13 9:40 PM EST --
Only regular drill bits need pilot holes. The angle on the blades guarantees that it is always centered in the pilot hole.
For a Forstner, spade or brad point bit, the small point on the bit is what leads it through the work. If you drill a pilot hole, then the small point has nothing to hold it in place while drilling - the bit will bounce all over, ruining the work and probably spraining/breaking your wrist into the bargain. Seriously, it really hurts.
Classic Freestanding Rack
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