Home Depot has them, as i'm sure Lowes, a Philips head bit with a collar around it that'll stop the driving of the screw once you reach the surface of the drywall; their 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.