For steels, I like to buy endmills from GARR tool. They have really good cutting data available for them and their prices are pretty reasonable for a mid range tool. I like the V4S line of endmills (EDP 50540 for example is a 1/4" endmill performance endmill for steel with a short 3/8" long flute - $20).
GARR TOOL - Product Details
www.garrtool.com