I personally like screws but it can be nailed too. Nailing is faster especially if you have a gun. If you ever need to remove a sheet to get inside the wall, you might as well plan on getting a new one to replace it. With screws they come off the wall much easier.
Edit: I might also add to that, that I did have buckets of 1 1/4" and 1 5/8" screws laying around left over from jobs. So that sort of drove my decision as well.