Drywall screws have threads all the way to their heads

Unlike wood screws, drywall screws have threads all the way to their heads. They also have a specialized shape that allows them to drive in without tearing the drywall paper surface.
Bugle-Shape Head
The head of a screw is what attaches it to the tool you use to install or remove it. Screw heads come in many different shapes and styles, indicating the type of drive they require. This includes slotted, Phillips, combination (both slotted and Phillips), hex, square, and Torx(r).
Drywall screws have a bugle-shaped head that is designed to indent, or countersink, the surface of drywall without tearing the paper covering. They're also self-tapping, meaning no pre-drilled hole is needed.
Coarse thread screws are used to hang drywall to wood framing, while fine thread screws can be used for drywall to metal studs (up to 25 gauge). They're available in a variety of lengths and in black phosphate or zinc finishes. Some may include a hex or square drive, which allow them to be installed with dedicated tools rather than drills. These screws also have a sharp point that helps penetrate through the outer layer of drywall.
Self-Piercing Point
A drywall screw has a sharp point that easily punctures the stud to give it a good starting spot for driving. This is unlike a wood screw, which requires you to create a hole in the wood before it can start gripping it.
These screws also have more threads than traditional screws, which helps them hold the drywall better. They can be driven in with a cordless screw driver or a standard drill, although an auto-feed system that can drive them four times faster is ideal for drywall framing.
Drywall framing screws are available in fine-thread and coarse-thread varieties to match the type of stud used, whether metal or wood. They can be coated with zinc or a phosphate to prevent corrosion. This ensures a long life for the fasteners, and it makes them easier to clean up after installation.
Designed for Drywall
Unlike wood screws, which are used to fasten two pieces of wood together, drywall screws have sharper points and are designed specifically for hanging drywall. They also have a bugle head, which allows them to sit flush with the surface of the drywall without tearing the paper. They also self-pierce the thin metal studs that comprise the framing of most light construction buildings and houses to allow for easier installation.
Drywall screws are usually coated with a gray phosphate to resist corrosion. This protects the screws from rust as they are driven into the wall, especially when they come in contact with joint compound or water-based paint.
Invented more than 50 years ago, the drywall screw replaced galvanized nails as the primary way to hang drywall. Its unique design makes it a favorite for professional builders and do-it-yourselfers alike. Using a drywall screw requires more thought than driving a traditional wood screw because you must first pierce the drywall and then pre-drill for the threads.
Not for Wood
Some do-it-yourselfers are confused by the fact that drywall screws look and function differently than wood screws. Often they're used for the same purposes, but there are some important differences.
For example, drywall screws have thin shanks that don't match the countersink made by a screwdriver bit, and they have bugle heads that do not fit in a typical wood screw countersink. This means they do not properly countersink into wood and may pull out over time.
Wood screws, on the other hand, have flat heads that properly countersink into wood and are threaded all the way to their head. They're also temper-hardened so they bend rather than break when they encounter different temperature and humidity conditions. And they're available in a variety of finishes and materials, such as zinc, bronze, and brass. These features make them the ideal choice for use with hardwoods. They also have different thread patterns for attaching woods of varying hardness.