MDF does take special screws, I think they have a bigger shank and the threads are much more coarse giving it better holding power in the rather loose material that MDF is.
As for everyday use, I just use drywall screws. They are cheap, but hardened at the factory making them prone to snap. The best way I deal with this is to keep a toilet bowl wax ring with me when I drive in screws. I stick the tip of the screw in the wax ring, then send it home. You would be surprised at how long of a screw you can drive into solid wood so effortlessly with a little wax.
No need to spend good money on screws, just lube up the cheap ones and you will be golden.
I have no intention of traveling from birth to the grave in a manicured and well preserved body; but rather I will skid in sideways, totally beat up, completely worn out, utterly exhausted and jump off my tractor and loudly yell, "Wow, this is what it took to feed a nation!"