Hello!
I'd say look up a jewellery supplies shop. You will know the good pin vise by the price tag . You can also buy the bits there. The kind of pin vise mitsdude mentioned is sometimes handy, but not for all applications. I like the one with a ball on one end - you put the palm of your hand over the ball and use your fingers to rotate the bit, gives a very steady operation. It's a good idea to buy more than one pin vise - then you don't have to switch the bits all of the time. I'd recommend that you buy bits like 0.6mm (sometimes you go even lower, but rarely), 0.8, 1mm, 1,5mm, 2mm, 2,5mm if your tool can hold a bit this big. If you need a bigger hole, you can usually use a needle file to enlarge a 2mm or 2,5mm hole.
Hope it helps, have a nice day
Paweł