Adding a larger drill press table and fence to your drill press will allow you to drill consistent holes along the same plane every time, as well as provide support for larger pieces of wood. Here are some great examples of drill press tables that you can build yourself. Drill presses come with a small cast-iron drilling surface that's usually 8" x 8" or smaller. They can be round, rectangular or square, and are usually slotted so a larger workspace can be attached.
The video above shows a drill press table that is built using two pieces of cabinet grade 3/4" plywood and a Kreg Mini-Trak to attach the base to the drill press and provide slots for the fence to slide along. It's 19" x 25", which is just enough space for larger pieces of wood but not so big to be awkward to work around. He's got a full write-up of materials used on his web site.
The table shown above is also built from 3/4" plywood but drawers were added for more functionality. It also includes a removable sacrificial insert plate and a locking fence. Here are the full plans for Jay's custom drill press table.
Building an aftermarket drill press table isn't required to use your table effectively. In the video below, Matthias Wandel makes the case for not using a drill press table, and just sticking with the platform that comes with your drill press, plus a hardwood backer plate.
If you need a fence for drilling repetitive holes, you can use C-clamps to attach the fence to the platform. With no large table you can easily manoeuvre around your drill press and raise and lower it with ease.
Most DIYers will find a drill press table to be a valuable addition to their tools that allows them to work faster and with more precision. If you'd rather skip the build, then you can buy a drill press table and start working on it immediately.
How to Build a Drill Press Table [blazingnailgun (YouTube)]