A regular HSS drill bit will easily cope with masonite.
A 40mm masonite drill bit could work using the right drill. But consider using a coring machine instead because its concrete.
You don't need a drill bit for anything on drywall.
I use a brad tipped drill on oak and other hardwoods.
Use a standard HSS drill bit, but slow down rotation to about 500 rpm.
You need a diamond tipped drill bit to drill glass or tile.
You can drill holes in aluminum with a drill as long as you have the proper drill bit. Use a regular drill bit and keep speed moderate.
Your meaning is not clear. - If you are going to tap the threads in, use a 7/32 drill bit. If you want a hole that this bolt will slip through, use a 9/32 drill bit.
I use a 3/16 drill bit for that.
I would use a 5/8 drill bit which is almost exactly 16mm.
Yes, there is. You use a tungsten or cobalt coated drill bit for this.
You can use a standard HSS drill bit with the edge slightly dulled with a grinder so it does not 'break through' at the outside edge. -Drill slowly and hold the drill steady. I always put a piece of smooth scrap wood at the point where the drill bit is going to come out.
Any HSS drill bit will make a hole in a nickel. Be careful how you hold the nickel as the bit will very likely jam into it. I use 'vice-grips' when doing something like that, pliers are not strong enough.