It's quite simple really.

Places like Home Depot sell individual taps along with the correct drill in the same package.

Buy the most common sizes (4-40, 6-32, 8-32, 10-32, 1/4-20) and then drill holes in a block of wood so you can put each tap in its hole with its corresponding drill right next to it (And make sure you put them back in the block when you're done using them!).