I use duct tape. LOL Only kidding. Screws are the best. As mentioned above if you ever want to dismantle it to move or change anything screws are better. And, as usual, even if you think you'll NEVER change it as soon as you are finished you'll want to add or change something and need to undo a section. Never fails.
And, if I remember correctly, rule of thumb is at least 3 times longer than what you are screwing thru. So, screwing thru a 1 x 4 (actually 3/4") you would need a screw 2 1/4" long. Deck screws or course drywall screws are good. Predrill near the ends of the board.
Rick
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