Traditionally, solving a problem involves the proverbial hammer and nail meeting, but a set screws offers a comparative level of flexibility. Actual ones won't solve proverbial problems though they remain incredibly useful when building or assembling something to solve a practical problem.
Materials and treatments change the properties of a given set of screws, but all of them are useful for their primary purpose of holding things together. Specialized ones work best with particular materials though. Keeping screws handy ensures one's next project isn't delayed.