99.9% of the time I let the work 'float', in other words it is not clamped or fixed to the table. this way a spotting drill (or centre drill but a spotting drill makes subsequent drilling easier) will pull a centre punch mark into alignment with the spindle. This is perfectly safe and is standard practice however you have to have a sense of the relationship between the inertia of the work (or if small, work in the DP vice) and the potential torque.
At the same, the DP is the most dangerous machine in the shop so you have to be intelligent about it. you can get large amounts of torque from large drills going slowly, or all of a sudden by a drill grabbing in very thin stock or when drilling brass and bronze without the correct drill geometry. For large drills, if you are worried that a job that could get away from you, spot drill then drill a small dia. With small dia's there is little chance of the torque being so high it runs away from you. then with a pilot hold drilled, if you feel it necessary to clamp to the table for successive drills, even if your alignment is not prefect they will tend to follow the already drilled hole. lets say you're putting a 3/4 hole through a piece of steel - I wouldn't hand hold that - but i would for the 3/8 hole i'd made as pilot - then clamp for the 3/4 hole
For brass and certain bronzes grind or stone on zero rake and they won't grab and for thin sheet stock, well, pick a different type of drill (brad point or step) or sandwich it. if the work piece is small, use a drill press vice or finger place to increase the mass - its impossible and very unsafe to hand hold small parts for drilling.
As a safety I keep a short chunk of large (may 3 or 4") angle iron clamp to the table. I often use this as a stop when drilling larger pieces.