If you pick the folder that is to the right of the one that has the green up arrow, that will allow you to copy the default standard to create one of your own. Then you can modify the numbers & add or remove sizes. As for removing the hole types you just have to pick and uncheck the check box under each of the different holes so that they don't show up in the hole wizard dialog.
I think a Macro would be excessive. I'd be inclined to create a favourite of each of your often used holes, that way they're easy to call up and you can ignore the rest of the dialog.