Sawdust build-up can create heat and friction when you use a hole saw. One solution is to drill a smaller hole inside the area to be cut out that will allow the sawdust to escape. Size the relief hole according to the size of the larger hole. If, for example, you are cutting a 3-in. hole, drill a 1-in. relief hole. Don't drill the hole too close to the center, which you need for the saw's pilot bit.
When you buy a drill bit set, it most likely will come in a storage case. This case will help you figure out which size bit you need to use. When drilling holes for a pilot or lead hole for a nail, find which slot in the bit case the nail will fit in. The next size down is the bit you should choose. When drilling a pilot hole for a screw, you need to choose two bits. One for the starter hole and one for the pilot hole. Find which slot in your bit storage case the screw will fit in. That is the size of bit you should use for the pilot hole. For the starter hold, use the next smaller sized bit.