I've probably used everything made in the construction field. Pin drives are ok, The 1/4 "wedge" drives hold forever if you first drill a 1/4 " hole. They are flared and split in the middle. They come with round head or flat.Hilties are ok for some applications, but tend to "spald " the concrete.
What thickness material you are going through is important. If you don't "shoot" them in, you'll need a drill, preferably a Hiltie with the proper sized drill bit with carbide cutting edges., as it is a "hit & turn" tool.
"Tap Cons" are another alternative. A box comes with the proper sized drill bit for the screw size you would use.