For blinds I think I would use screws, but coat them with either epoxy of wood glue. As you say wood screws do have a habit of stripping out and I have found the wood glue helps a lot.
For wall hangings generally we mainly use Command Strips and sometimes small pieces of Velcro. Put on correctly the Command strips don't fail very often - provided you use the correct size for the weight of the object being hung.
If you watch the 'Changing Lanes' videos on YouTube they are full-timers for the last 5 years and they swear by them - as do I.