Get these or the equivalent at your local supplier, they are basically the perfect general purpose wood screws:
As the other poster said, you only need a single screw per stud. I don't know what their official rating is, but independent testing shows these have a pullout strength of upwards of 1000 lbs per screw, it's quite impressive.
For shelves and things like french cleats, friction is what holds the cleats up on the wall, not the shear strength of the screws. Instead, the preload of the screw is to keep the cleat rigidly against the wall, providing that friction. 1 of these per stud sufficiently tightened will be more than up to the task.
Normally, with soft woods the self tapping is all you need. If you are using hardwoods though, you'll probably want to drill pilot holes through the cleats, as well as counter sink the heads, for a flawless appearance. You'll have to do a few practice drills and countersinking to get the right balance of how much squishing your hardwood will tolerate, because you'll want a nice, flush or slightly recessed screw head, but you still need sufficient preloading.