For screws that go into wood (or thereabouts; sheet metal screws can count here too), Robertson is first on my list. The slightly tapered interface fits snugly and tends to hold screws onto a driver bit very well while providing good angular alignment, and it can do all of this without needing magnets. It can also allow for a bit of angular misalignment when necessary, and the chonky squared-off corners and flats resist cam-out/stripping rather well. I'm not even Canadian and I use Robertson wherever I get a chance.

Second general choice is hex-head screws. These snap into inexpensive shallow magnetic driver bits with a satisfying click. But they're ugly and kind of rough once installed, and they're not available in flat-head versions. (Hex-head shoulder screws are my only choice for drill-point screws: They maintain positive angular alignment by default and that's crucial for drilling holes in metal.)

Torx is fine too, I suppose. I don't have an anti-Torx rule in my workshop, but I try to avoid buying them. They don't tolerate angular misalignment as well as Robertson, and they don't maintain positive angular alignment like a hexagonal shoulder screw does, and they don't stay put with friction like Robertson or snap onto a magnetic driver bit like hex. There's lots of stuff Torx is not very good at doing.

Theoretically, I can probably put more torque into Torx than any of the other options listed here, but I don't find that to be a practical advantage in this kind of application: When I can already drive a Robertson screw through a chunk of old-growth wood, I don't need to improve that part.

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For machine screws, I've standardized on stainless steel button-head socket cap screws as a first choice. I've got a deeper selection of them than a good hardware store does, and they're all sorted. (Why stainless instead of graded? Because I don't want them to rot, whether sitting in a bin for decades or used outdoors or whatever and I do not want to stock more than one kind. My fastener collection is crazy enough without also multiplying it by different grades.)

There's other stuff, though, too. For instance: Regular socket cap screws have their place -- it just isn't first place.

And at the scale of things I build, I mostly use M3, M4, and M5.

I buy regular-length Bondhus non-ball hex keys in simple bulk packaging to fit my standard M3, M4, and M5 machine screws. They're very high quality tools, and they're rather inexpensive in bulk. And thus, it is no big deal if I misplace one while I'm working -- I've got more on-hand, and I'm not afraid to get more coming if stock gets low.

Bondhus makes a decent-quality hexagonal screwdriver, too, and these are nice to keep around because the design is not like the gigantic T-handled abortions that so many other manufacturers sell: It's just screwdriver-shaped, and it works just like a familiar screwdriver does -- but for socket-cap screws! This was the discovery that allowed me to completely abolish Phillips screws forever from my workshop.

I've also got sets of hex keys -- of course I do. Long, ball-end, plain, whatever. I try to avoid cornering myself into a situations where these non-regular variations would ever begin to be useful to begin with, and the long versions are mostly only useful for disassembling stuff that someone else had overtorqued. (But overtorqued fasteners are different rant.)