Don't know if McMaster Carr ( a very large industrial supplier in the US) will ship there or not, but they have the long, tapered bits you're looking for in all the sizes mentioned above.
9/64" is p/n 30915A75
5/32" is p/n 30915A76
11/64" is p/n 30915A77
Well, it is kind of difficult to buy this kind of things without jumping many hoops. I tried to buy from Jamestown but they asked me (after I placed my order using their web interface) that I fax them my credit card, both sides. I haven't seen a fax in ages down here, and setting up a modem just to send a scan of my credit card seems like a lot of trouble for my lazy self. So I just say no, thanks.
Any other recommended online shop out there that carries these things?
As Fred said, McMaster Carr. Although they might make you jump through a hoop or two to set up an account, once you do, they have fantastic service for everything you'd ever need. Check out the well structured website and the selection.
I used to drill at 5/32 , but after re-reading Rick's book , have decided to bump it up to 11/64. I have re- drilled a few of my pipes at 11/64 and 3/16 and I would have to say it really depends on how much bend there is. While it is nice to set a pipe down for a few minutes and come back to it still smoldering, 3/16" it a wee bit to big for a straight pipe IMO. 11/64 seems to be a nice fit for most pipes.