AN509 screws come in several different diameters. You need the full part number to know the diameter, or you can simply measure it, as others suggested. If the part number ends in something like 8R10, the 8 means it is a #8 diameter, and the 10 means it is 10/16 long.
#6 diameter needs a #28 drill, generally speaking.
#8 diameter needs a #19 drill, generally speaking.
#10 diameter (same as AN3 bolt) needs a #10 drill, generally speaking.
Note - the above drill sizes leave a bit of clearance between the screw and the hole, which is what you want in most cases to ease assembly. But, there are a few special cases where you might want a smaller hole to get a tighter fit with less slop - e.g. flight control system related holes.