Wood screws generally have a coarse thread and sharp point with a flat head that allows for them to be countersunk.
Machine Screws
Machine screws are screws that are designed to attach metal pieces together using a screw driver rather than a wrench.
Drywall Screws
Drywall screws are general light material screws that are used for attaching drywall to wood. They do not work well for wood to wood attachment due to the low grade of steel they are made out of causing them to shear.