If it is structural you probably shouldn't use drywall screws, especially in an area that might get wet. They may be the cheapest but they are also very brittle and prone to corrosion. That means that they are prone to snapping if there is a lateral force applied to them, and they will rust through after a couple of years of being exposed to the elements. For non-structural, interior, applications I have had fine luck with them though.

That said I usually prefer to use coated construction screws for everything. A youtube channel called project farm, highly recommended btw, tested all the screw varieties and found that the cheaper construction screws actually outperformed the more expensive specialty screws in almost every test. They aren't that much more expensive than drywall screws either.

Link to the video in question if you are interested.