You will need a micrometer to keep up with the sizes as a "very near" caliper will only do that....get you near the size. haha
I got a set of 61 to 80 drills from Tower Hobbies. I think it was $14 or so works for me. I don't plan on drilling anything out with them...just check sizes of purchased Feed Restrictions.
Keep in mind that drilling a .020 dia hole is a pretty precision project for the home builder to do accurately.