This set comes with 5 drill bits and a set of screw heads (plus a screw head bit, of course). I used this drill to mount my open-frame computer to my wall; I can safely say this bad boy can easily drill through drywall, wood, plexiglass, and even metal. The latter two have a tendency to get stuck if you don't thoroughly drill through, but you can easily get it unstuck by either finishing the drilling or reversing the motor. The drill bits might get hot after drilling for a while, so use caution when handling them.
The motor has a gear thingy which allows it two settings: high speed, used for drilling with small bits, and low-speed, used for drilling with the bigger bits or for driving screws. It also has 21+1 torque settings, with the first 21 being for screw driving and the extra +1 being drilling torque. Just be mindful of screw stripping, so use the lowest torque you need. Since, for cooling reasons, the motor's brushes are exposed, you can easily see sparking; this is completely normal and will slowly fade out with use. This also means you must never, under any circumstances, use this drill in the presence of flammable gas/vapor, because the sparks may ignite it.
The keyless chuck is pretty cool. This is my first drill, so I don't know what a keyed chuck is like, but this chuck is very easy to use. Just turn it one way to tighten, and the other way to loosen. The chuck also locks when the drill is not being driven (the trigger is not depressed), which allows operation like a standard manual screwdriver.
The battery is pretty good, it charges fast enough for two full charges in one day. It also lasts a decent time after you've owned it a while; the manual says newer batteries will only be properly fully charged after several charge cycles. The first charge lasted me an entire day of drilling and driving, so this will definitely work for most people. Of note is that, like most other power tool batteries, you must be very careful with charging it. The manual and battery label both warn against charging it longer than 3-5 hours, since once fully charged it will trickle charge, which is very damaging to these high-voltage batteries. There is an indicator light though, so you will know when it is done charging.
This comes with a carrying bag, so you can keep all the parts in the same spot and easily take them with you wherever. Just remember to remove the battery when stowing the drill, since otherwise it won't fit. Overall I would definitely recommend this to anyone looking for a cute but powerful drill.