When you're drilling holes, it's incredibly easy to drill deeper than you need to if you're not paying enough attention. Home improvement show host Ron Hazelton suggests wrapping your bit in copper wire as a temporary depth gauge.The best use for this would be if you're drilling multiple holes that need to be the same depth, but it will also come in handy if you're drilling a hole for an anchor, because you'll be able to define the depth you need without having to guess. Just be sure to wrap the copper wire in a clockwise motion so it doesn't unravel when you're drilling. He has a couple of other tips, including using tape and a dowel to achieve similar results in the video linked below.
How to Drill Holes to the Same Depth Using Drill Stops [Ron Hazelton]