Hitting 'ALT-Print Screen' (Prt Sc) at any time will take a copy of the currently open window and store it in the copy and paste buffer.
You can then open a new document in something like Wordpad or an email and simply 'paste' this screenshot into the document (Ctrl-V). Or in Photoshop you can create a new document (Ctrl-N) which will automatically be the right size, hit OK, then paste (Ctrl-V). You can then save it in any format you like.
Pressing Command-Shift-3 takes a screenshot of the entire screen, and Command-Shift-4 takes a screenshot of a chosen area of the screen. If you press space afterwards you can choose a window on the screen to individually screenshot as well.
These images are saved to the desktop, but if you hold down the control key with the rest of the keyboard shortcut, the pictures are copied to the clipboard instead. These shortcuts also work in Mac OS Classic.
This is one of those times some inexpensive software can make your life much easier.
Snagit - is a totally wonderful little utility to let you take, manage, categorise and annotate screenshots. We use it literally daily for record keeping, tutorials, instead of printing etc. They have other products for recording 'screencasts' - i.e. videos of computer screen activity.
There is a free trial - but if you try it you're pretty much going to buy it. It's that good.