In case you don't live in the USA/Canada, I bought these from DealExtreme:
http://www.dealextreme.com/p/k-tools-38 ... 55?item=26It's a amazing set.

With an extension bit, but problem with these kind of multi bits is that they will be to short or have a to thick extension bit to fit in some holes.
But that only happens to some NES's (not all), but these just use a Philips screw drivers so, that's no big deal.
And also the CD-i's Disk Drive, therefore I bought this set too:
http://www.dealextreme.com/p/8-piece-pr ... 9?item=126Both really cheap, and magnetic.
I recently bought and tried the 8-piece precision set, and only used it for 3 CD-i's which I repaired yet. But they don't seem to wear out.

But I must note that the torx 8-piece set doesn't include holes, unlike on the picture. Which is not a problem for CD-i's though.
Edit:
I got my GameBits (For
Nintendo/Sega etc.) from Ebay.