About 30 years ago I worked for a guy who had a set of drills for wood screws. They drilled the pilot for the threads, the counterbore for the shank, and the countersink for the head. They were sort of like spade bits in that they were fashioned from a solid piece of flat stock.
All I've seen lately are the kind with a separate drill bit that slips into a collar that has the counterbore and countersink cutters, or sometimes just the countersink.
Anyone know where to get the style I remember from back in the day?