I purchased a pocket hole jig and it comes with screws. Are these special pocket hole screws? Is there a type of screw I should be using with pocket holes, or would any wood screw work just as well?
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Yes, those are special pocket hole screws. They're basically just self drilling wood screws (which is why they have the fluted tips). Standard wood screws may work, but you are forced between trying to center a pilot hole at the bottom of your pocket or risk splitting the piece you're screwing into.
As far as finding more of them, just search for "pocket hole screws". Most of the big box home improvement stores should carry them.
Kreg Pocket Hole Screw with flat head to engage step in drilled hole and thread cutting flute to prevent wood splitting.
Any screw with a flat shoulder will work just fine. The trick is not splitting the material or protruding.
Have a close look at the end of the included drill bit. It has a tip that creates the beginning of the pilot hole for the screw. Make that hole deeper and the proper diameter and you can use any kind of fastener you want.
I used self-drilling screws instead of Kreg screws. It worked just fine in plywood. Even without additional drilling.