Home Depot has them, as I'm sure does Lowe's, a Phillips head bit with a collar around it that'll stop the driving of the screw once you reach the surface of the drywall; they're used to counter sink the screw without breaking the paper (important).
We used them in the kitchen and I'll be using them this week on the bedrooms; I wanna say a pack of 5 is less then $10? Last time I bought them, they were DeWalt brand I think.
Great "tool" for making the job a little easier.
I agree with the posts above; screws have a better grip and the fastener is the first stage of the finished product; no one wants to see nail pops or the like - not saying you won't have screw pops over the first year; we have 1 or 2 in the kitchen and we did it 2 years ago; but I'd think you'd have far less than if you used nails.