In the case that $G$ is discrete, what you've defined last as $\bar{d}(A)$ is usually considered the upper (Banach) density of $A$. Moreover, in this case $\bar{d}(A)$ is the supremum of $\bar{d}_{\mathcal{F}}(A)$ over all Folner sequences $\mathcal{F}$ (or nets in the uncountable case).
Recall also that a discrete group $G$ is amenable if and only if it admits at least one Folner sequence (or net) if and only if it admits a left-invariant finitely additive probability measure on its subsets. So another equivalent formulation of $\bar{d}(A)$ in this case is:
$$
\bar{d}(A)=\sup\{\mu(A):\text{$\mu$ is a left-invariant finitely additive probability measure on $G$}\}.
$$
In the non-discrete case, all of the same facts are true if we use compact sets instead of finite sets. In particular, a locally compact group $G$ (with Haar measure $\eta$) is amenable if and only if for any compact $H\subseteq G$ and $\epsilon>0$, there is a Borel set $K\subseteq G$, with $0<\eta(K)<\infty$, such that $\eta(hK{\vartriangle} K)/\eta(K)<\epsilon$ for all $h\in H$.
In this case, if one defines $\bar{d}(A)$ analogously (for Borel $A$), then
\begin{align*}
\bar{d}(A) &= \sup\{\bar{d}_{\mathcal{F}}(A):\text{$\mathcal{F}$ is a Folner net for $G$}\}.\\
&= \sup\{\mu(A):\text{$\mu$ is a left-invariant finitely additive Borel probability measure on $G$}\}.
\end{align*}
A final comment is that in groups like $\mathbb{Z}$, there are other "canonical" upper densities, such as the upper asymptotic density:
$$
\bar{\delta}(A)=\limsup_n|A\cap [\text{-}n,n]|/(2n+1).
$$
But notice that this is just $\bar{d}_{\mathcal{F}}(A)$ for a particular choice of Folner sequence in $\mathbb{Z}$. So in more general groups $G$, one can work with upper densities defined by "special" Folner sequences too.
Edit: The discussion above I think motivates some further remarks about combinatorics. For simplicity, let $G$ be a countable discrete amenable group. Then the notion of "density $0$ with respect to every Folner sequence", i.e. $\bar{d}(A)=0$, is a useful notion of "sparse". For example Szemeredi's Theorem can be rephrased as saying that (in $\mathbb{Z}$) if $\bar{d}(A)>0$ then $A$ contains arbitrarily large finite arithmetic progressions).
For some easier facts, define the lower Banach density with respect to a Folner sequence $\mathcal{F}$ to be $\underline{d}_{\mathcal{F}}(A)=\liminf|A\cap F_n|/|F_n|$. The lower Banach density is then
$$
\underline{d}(A)=\inf\{\underline{d}_{\mathcal{F}}(A):\text{$\mathcal{F}$ a Folner sequence}\}
$$
Then some basic combinatorial facts are:
$\bar{d}(A)=1-\underline{d}(G\backslash A)$ for any $A$ (this works at the level of Folner sequences.
$\underline{d}(A)>0$ if and only if $G=FA$ for some finite $F\subseteq G$ (i.e., $A$ is syndetic).
$\bar{d}(A)=1$ if and only if for any finite $F\subseteq G$, there is some $g\in G$ such that $Fg\subseteq A$ (i.e., $A$ is thick).
A final combinatorial notion is that of a piecewise syndetic set, which is a set $A$ such that $FA$ is thick for some finite $F\subseteq G$. Then another fact that is used a lot is that if $A$ is piecewise syndetic then $\bar{d}(A)>0$ (but the converse fails in general).
We also have the following facts.
$\underline{d}(A)=\inf\{\mu(A):\text{$\mu$ is a left-invariant finitely additive probability measure on $G$}\}$.
For any set $A$ there are Folner sequences $\mathcal{E}$ and $\mathcal{F}$ such that $\bar{d}(A)=\bar{d}_{\mathcal{F}}(A)$ and $\underline{d}(A)=\underline{d}_{\mathcal{F}}(A)$.
In additional to Szemeredi's Theorem, other well-known results are:
(Jin) If $A,B\subseteq\mathbb{Z}$ are such that $\bar{d}(A),\bar{d}(B)>0$, then $A-B$ is piecewise syndetic. This is a more difficult variation of the easier fact that if $\bar{d}(A)>0$ then $A-A$ is syndetic.
(Moreira, Richter, Robertson) If $A\subseteq\mathbb{Z}$ is such that $\bar{d}(A)>0$ then $A$ contains $B+C$ for some infinite sets $B$ and $C$. This was originally conjectured by Erdos as a replacement for the failure of a density version of Hindman's Theorem.