There are many types for sale and Rutlands had a colour coded set, quite expensive as it turns out. However the reviews of them stated that the soft "protective" washer was no more use than ornament so that was no good.
Another plastic set they had was a "twist to get tighter" model that seemed to take up too much real estate area on the drill bit.
So I looked on Amazon and got a cheaper set of collars that cover 3, 4, 5, 6, 8, 10, 12 and 16mm drills for £5.29 with Prime free shipping. Hakkin 8Pcs 3-16mm Dia Woodworking Drill Bit Depth Stop Collars.
The jury is out on whether they work properly yet but they seem well made. Only one of them needs the tapped hole clearing out but I can do that.