I never seem to have the right ones when I need one that has a good shoulder - used when fitting something to the wall that has key-hole slots. A countersunk head just doesn't work properly.
Also - the modern screws are not as good as the old ones when using a wall plug as they tend to cut a thread into the plug rather than wedge themselves in by virtue of their tapered thread root and blunt threads.
Similar theme with wall plugs for plasterboard walls. If attaching something that needs a screw to be fitted so that something can keyhole onto it then the screw doesn't get fully tightened so the plug doesn't get forced open to grip the inside of the plasterboard.
(I know - I need to stock up!)