I like this kit because it doesn't expand the bolt you're trying to remove like the tapered bolt extractors do. Moreover, this kit comes with everything needed to extract a bolt. A set of 5 properly sized drill bits for the 5 sized bolt extractors, plus drill bit guides. The kit also comes with a lifetime guarantee which in my experience, is unheard of. You can buy this complete kit online for about $91.
(iATN Note: At the time of review, this product was titled "Model 10 Screw Extractor Set 35585 by RIDGID - Ridge Tool Company").