Do you have any high powered magnets? like the rare earth neodynium magnets? If so you can probably rub one around the wall until it attaches to one of the nails in the studs. Or you can try thumping on the wall, a stud will sound alot less hollow versus empty drywall. That's how I've searched around in the past.
From your description of putting a screw into the walls, it certainly sounds as if you have lath-and-plaster. Another sign is the color of the dust: with drywall, it will be very white and uniform, whereas with lath-and-plaster, it's greyish and has darker flecks.
A lot of stud finders work by detecting the change in the dielectric constant of the wall as you move horizontally across the wall. Stud finders have a hard time with lath-and-plaster because the plaster is solid and can often be 1/2" thick, then underneath the plaster you there are only small gaps between the wood lath, so you never really get the sharp change in capacitance that they look for. On the other hand, drywall is spongy so there's less material between the stud finder and the stud that it's supposed to be sensing.
I had a deep-scan stud finder, and it wasn't that reliable, but I developed a technique that I had reasonable success with: do several scans at different heights and different starting points on the wall, noting where it said there was a stud. I also found that scanning slowly was better than faster. Eventually, I would get to an "average" location that was a pretty good guess.
I later learned (at least in my house) is that there's a stud on each interior wall right where it runs into an exterior wall. I could then mark 16", 32", etc. back from that stud and be OK.
Best Answer
Look for studs at 4 foot marks from one or the other outside corner. These are often edges of plywood sheathing and are important for the framers layout to hit. Other studs can be off or shifted due to plumbing or structural issues. Once you find one of the 4' breaks you might be able to find studs on 16" centers from there.