Depending on what you're screwing, I can go down several roads here, but will take the high one, using the correct screw for the job is vital. There is no question the favorite fastener in house construction is the drywall and the most misused. Now there are many screws that look like drywall screws, but are specialized for a specific use, for example the deck screw.
I recently happened upon a use for a drywall screw I fortunately haven't seen in some time, gutter fastening. When ascending my ladder, I always stop to take a gander at the gutters before stepping on to the roof. The gutters on this home were beautifully clean, which helped the screws to stand out. The main reason the drywall screws were so easy to spot was, first they were all backing out and second, they were all rusting.
On closer examination and the fact that screw was rusted through with the top part pulling right out, I could see these were the galvanized variety of dry wall screw. That was a relief to find. After all a screw meant for interior use would surely have the same galvanized coating as say a screw meant for the exterior to hold gutters, right?
There are fastener made just for hanging gutters, as there are screws made for decks, cabinets and a plethora of other specialized applications.
When screwing it is always important to make sure you do it right.