Review on Efficient Plastic Drilling Drywall Anchor Kit: Simplify Your Projects! by Mike Ewing

If you have a screwdriver you need these drywall anchors. They have a cutout for the cross section, which allows you to screw the dowels directly into the drywall without pre-drilling. After the anchor is installed, the screw is inserted into the end of the anchor. Each of these will hold up to 40 pounds of drywall and in my experience they work pretty well. (If that's not enough, you'll need cavity wall anchors.)