I have always used these self drilling hex headed screws.
http://www.weifeng-fastener.com/phot...ling-Screw.jpg
They are brilliant for pipe clips,removable panels and any other lightweight fixing requirement. You just have to make sure that you dont try and use them an anything heavier than 2mm steel. The buggers sheer off before they take up thread.
http://lh3.googleusercontent.com/pub...YF1DZ63HzOcuJw
these angle drills are the biz as well.
Bob