Do I always need to center drill my holes?

In most cases, you should center drill before drilling. If your goal is to make accurate holes on a mill or lathe, center drilling is helpful in guiding the drill bit to the correct location (preventing slippage), and it can help preserve the life of the cutting tool. This is especially necessary when drilling through harder materials.

If you are working with a long part on the lathe, you can also center drill through the end and support the part with a live center to help reduce bending.