One of the things I find most useful is having a few blocks of wood handy at my drill press. The block of wood evolved into two blocks of wood screwed together, then three. My third iteration is most logically called DRILL PRESS BLOCK #3. This is really basic stuff and the instructions are aimed at the novice, so you experts please keep it down. :-)
Here is how to make a block #3.
Here you see a 5x6" base with a 2x4 and a 2x2.
Cut the 2x4 and 2x2 to the short dimension of your base. In my example I cut them to 5 inches.
Press the 2x4 into the corner of the base and mark a line.
Measure 1-1/2" (38mm) and scribe a line for the 2x2 block.
This is the layout. Proof this before attaching.
On the base, mark some holes for screwing the blocks. I chose 3/4" from each end, on centre.
Drill the holes to 3/16".
Countersink the holes.
Align the blocks and screw them to the base from underneath.
This is the essential block.
Make a mark on the 2x4, 1" from the edge as shown.
Drill a 1" hole. I used a spade bit.
Make a 3/4" and 1/2" hole along the line with the spade bit.