Small screws which have a pointed end are used to make new holes. Wood screws and sheet metal screws both have pointed ends, although wood screws are not threaded to the end, allowing for the screw to remain jutting out of the surface. These are some of the most common types of screws, and can be found with a variety of heads, and in a variety of materials.
Machine screws are another form of common screw, although these are for use in an already-tapped hole. They have a flat end, and are commonly used in assembly furniture, or other self-assembly items. They are fully tapered, allowing them to be screwed flat, particularly if the head is flat. These commonly come in both zinc-plated steel and stainless steel. These screws can also be used with nuts and washers, owing to their flat end.
These are commonly used in industry to tap the holes used by other screws. The most common forms of these are self-drilling sheet metal screws and machine tapping screws. Both of these types of small screw have a point on the end which is used to drill into materials. The screw is then removed so other, non-pointed screws can be used. These are less commonly available.