Some responses seem to be showing what I would call a “drill gauge,” something for sizing bits only rather than storing them. I assume you were asking about storage.
For open storage my favorite index is the Ajax triangular stand my father-in-law gave me about 50 years ago. I keep it loaded with a set of split-points on a turntable next to my drill press. It’s a neat design the gives good visibility and access. It consists of 3 plates in a triangle with two hinged joints. The third joint has a removable pin that allows the stand to be folded and pinned closed for storage. I never put it away, but I like the feature. I like the design so well that I’ve kept the box all these years and was even able to find it for the photo.
It’s probably not made any longer, but might be found someplace as a “vintage tool.” Rectangular 3-rank stands are available in sheet metal or plastic. I have one with a set of transfer punches, but find them crammed uncomfortably together, and sizes are hard to see.
For closed storage, I have several but no clear winner. I have two sets of brad-points by 1/64ths, a less-expensive set from Rockler and a superb set from Lee Valley with polished flutes and concentric points. The index with the LV set resembles pictures I see of the Huot index some have mentioned.
Although I much prefer the premium LV bits themselves, I just as strongly prefer the plastic index with the Rockler set. Why? When I open the box, all three ranks of bits pop up, arranged like a choir with smallest at the front, ready to grab, with sizes easily visible in white-on-black.
The LV index is a solid box with nice metal work, but very inconvenient to use. It’s arranged with the biggest at the front, smallest at the back. To get at the smaller bits, I have to pull the racks of larger bits up and out of the way by hooking my fingertips over the sheet metal edge. I the end up with the array of brad-points sticking in my face while I peer over them to see the smaller bits.
I also have an old Craftsman 3-rank box of split-points, also arranged like a choir with smallest in front, biggest in back. The metal work is less refined than the LV index, but I find it much more convenient to use.
Of these drill indexes, the one from Rockler is the nicest to use. I don’t know if it’s sold separately, (and I don’t recommending buying the bits to get the index). But I would look for something that displays like the Rockler or Craftsman indexes: all the bits automatically pop up ready when you open the box with smallest at the front. And clearly visible size-labeling is nice.
Kinda exactly like a Huot, except it says Starrett on it. How cool is that. 
