I need to drill some fairly accurate holes at an angle through some
aluminum square tubing (or whatever you call tubing that's square
instead of round).

I guess the main problem is that my cheap drill press has some play
in it so that the bit doesn't necessarily follow the intended path
straight down. So when I put the metal at an angle, the bit is going
to move towards the deeper side as it drills into the metal.

.... should I use something to press on the spinning chuck shaft so
that it drills closer to correct?

.... if I were to drill straight down through the aluminum with a
smaller diameter bit, when the aluminum is angled will the larger
drill bit end up going through the center of that hole? (Yes, this
is easy enough to test)

.... is there some trick I don't know about?

Thank you.