While building a few shelters and playhouses for a few upcoming DIY Network segments I've been hosting and designing for, we've been using these small-headed screws which are great for finish work. WHY? Instead of sinking then countersinking finish nails or brads, or dragging out the air compressor and nail gun, the heads of these screws are so small (yet still large enough to hold strong) that you can get away with using them for finish work in many cases!
These have definitely been a time saver on the set for us, so check 'em out if you have a chance. Also, they drive with a normal phillips head bit.
Here's a profile shot of what these look like to give you a better idea....
-Derek "Deek" Diedricksen