If I am using MDF I will use a drywall screw (predrill). I've never had an issue with breaking them unless I really try and force the issue. In otherwords, it is more than likely my fault for a poor joint to begin with, or just pulling the trigger full bore and throwing caution to the wind.
For most other construction I use plain old Robertson (square drive) deck screws. I can get them locally in anything from 1" all the way to 3.5" lengths. I've never had an issue with these either