Also check your local hardware store's tool department where they keep welding supplies. There you can find a torch tip cleaning tool which is essentially a pin vice that is comes complete with most of the numbered drill bits you need for modeling.
Pin vise is on the left the others are tip cleaners.
If you need more numbered bits, you'll should also be able to find something similar to this set which I also found at my neighborhood hardware store (I'm not talking Home Depot or Lowe's here).
Both are very inexpensive as compared to other sources.