I was getting tired of the dinky little set screws that came with my MK Machine Mount for my Magnetospeed so I opened them up for some 1/4"-20s. Don't know why it didn't come like this from them. I have shorter 1/4"-20s on the way. This is all they had at Home Depot.
Here is a link to the drill bit and tap that I used.
Here is a link to the drill bit and tap that I used.