Your best friend when it comes to woodscrews are going to be ones with a "Robertson" head, especially if you are new to building. You may have some trouble finding them in the US (due to a long boring political debate between US and Canadian patent rights) but they are by far the easiest woodscrews to use. The head on them, instead of being a "+" shape (called a phillips head) is a square shape and are much better at staying on the driver bit without the user having to hold them there than the phillips. You will have far better luck keeping the driver bit in the screw than with any other head design which I have found for new builders is half the battle. Secondly, forget about screwdrivers- they'll kill your hands/wrists and are just far too time consuming. You need a cordless drill set on low speed, or even better an impact driver to put the screws in. Futhermore, you get what you pay for- make sure you get a good driver bit and good screws to use. Cheap fasteners and a crappy driver bit won't last nearly as long as higher quality. The driver bit will wear and become rounded which makes it more likely to pop out of the screw. It may seem like a trivial thing but can make the difference between high productivity and success and utter frustration. See chart below-
Slotted head wood screws are useless - don't even try to use them. Phillips are okay if you buy the good ones, have a good bit to use them with and have some experience, robetson, allen or torx are by far the best but woodscrews rarely come in allen or torx heads.
On the left is a cordless drill, on the right is an impact driver. A drill can be used for drilling holes as well as driving screws but an impact driver is much better at driving larger screws into harder material and requires less strength to use. Together they make an awesome team. I recently bought a DeWalt 20Volt combo kit and it has been an awesome investment. I would reccommend something a little more tame for a new builder like a 12Volt or 18Volt kit which are also much more affordable than the more powerful ones (12V kits retail for under $100, the 20V kit was about $300 but keep in mind, you get what you pay for. Don't buy a cheap no-name brand tool). My first cordless drill I bought in grade 9 and was a cheapie 7.2V Mastercraft drill (Canadian Tire store brand) and although it was the runt-mongrel of cordless drills, it still serves me well today 13 years later. Try the Home Depot for a good selection of affordable kits, bits and fasteners.
Screw types:
http://en.wikipedia.org/wiki/List_of_screw_drives