The center punch idea is probably the easiest and best but they also make drill bits with a 'starting tip'. They actually have a very sharp point below the flutes where the actual drilling and metal removal takes place. The tip, or point will bite in when you apply pressure to it with the drill motor that you're using thereby keeping the drill where you want/need it. Ask for 'Self Starting' drill bits.
If you opt for the center punch method use care and don't beat it to death. A sharp punch will make a starting point for a drill bit with just a good "whack" as Savage said. No need for heavy hammering.