There are some very nice quick release chucks and keyless chucks out there.
The best Q.R chuck I have used is the ones we buy from Boeing surplus. These are very small, but do use a custom drill bit. I also have a keyless adapter that fits into this chuck. I can't recall the manufacturer of this product and I don't have access to my tools at the moment. I will check it out when I get back home. Boeing also sells a very nice Q.R chuck for threaded angle drills (not the UK collet style) and you can get a miniature chuck to use regular drill bits with these as well.
Other sources for any of this;
http://www.usatco.com/products.htm http://www.spenro.com/ http://www.panamericantool.com/
And for anyone using drill bits, this is the ultimate sharpening tool!http://www.drilldr.com/
As far as stopping the tools walking out the door, sign out and return on a a daily basis for shop tools. Failure to return - you buy the missing item at replacement cost, (I'm not interested in where it went, or what happened to it)!
Everyone I hire is expected to have (or acquire) their own basic metal working tools and have the ability to use them. Specialised tooling is provided by us.