A TEKS(R) screw is a self-drilling, self-tapping screw that is used for fastening anything to metal. They are often used for fastening metal panels to structural members for Pre-engineered Metal Buildings (PEMB's). They are used for many other construction applications as well.
A sheet metal screw is not self-drilling nor self-tapping and often requires a pre-drilled hole, although they will usually punch through light gage sheet metal without drilling. They are used to fasten pieces of sheet metal together (steel decking side laps for instance), or for fastening things to sheet metal or light gage metal.
Check the internet for pullout values for each...many manufacturers have data for both (See ITW, for instance)
...and cruzinbear, I suggest that in the future you do a little research before you post such a question. You could easily find the answer to your question with a couple of Google hits, otherwise you will incur the wrath of the membership for being lazy. Just sayin'!
