I've found Bunnings/Mitre10 stainless screws to be OK. As others have mentioned, the screws you get with fastener packs are made of cheese and painted silver. You can use them but they really do need the correct pilot hole and you have to be careful driving them in.
When fixing into dried timber always drag the threads through some wet soap. As far as MDF is concerned, it's so soft that even an undersized pilot hole should be all that's necessary.