The best tool I've found yet is "Screen Grabber 2.0.2". Just ask the search engine of your choice. The tool let's you set up you preferences, as in how many pictures, sizes, square, rectangle and what not. Even has a batch option for previewing multiple movies. The best thing: it is only a 350 kb download and free!
This is what the logo looks like:
This is what the preferences panel looks like:
Easy as pie!
Oh, there is always the old fashioned way:
Command + Shift + 3 for full screen
Command + Shift + 4 for selection tool