Each drill press, as previously said, is unique. Some are made for metal, while others are better suited to wood. This will be determined by specifications such as power and speed.
For metal work, you might want to consider utilizing a keyed chuck, which provides additional stability and allows you to conduct more heavy-duty work.
The key allows you to tighten the drill bit more tightly than you could with raw force, while also reducing vibrations. The latter will also ensure more precise work.