How to Drill a shank hole or clearance hole

Drywall screws were originally created specifically for drywall projects. But they have become increasing popular for woodworking projects because you can often screw them into a soft piece of wood without having to drill a pilot hole. But because they have threads all the way up to the head of the screw they will not pull two pieces of wood tightly together. So to get the drywall screw to hold two pieces of wood tightly together you have to drill a shank hole through the first piece of wood so that the drywall screw will go loosely through the first piece of wood and screw into the second piece of wood pulling them tightly together.