Screws hold stronger than nails.

Remember, screws can be removed and that lets you disassemble the structure.

Screws are designed to function best in certain materials.

There are four considerations when selecting a screw for the job: finish, length, gauge and head.
Finishes can be plain steel, galvanized, brass or chrome-plated, and blued or dipped to resist moisture.
Lengths commonly are 1/8 inch to 4 inches.
Gauge is the diameter under the screw head. Some screws are tapered. Common gauges are No.5 to No. 14.
Heads are Phillips, slotted and hex, or combinations of each.  

Drilling pilot holes is easier with the profiled bits for slightly smaller diameter holes so the screw fits tight.