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There are many ways to take a screenshot in Mac OS X. I will start with the built in options:
Command (aka Apple) + Shift + 3 - you can take a picture of everything on your screen.
Command + Shift + 4 - brings up crosshairs as the mouse pointer. With this you can click and drag over what on the screen you want to take a picture of. Release the mouse button and the picture is taken. For extra fun: Press space bar while you have the crosshairs and you will be able to select windows, icons, desktops, menus, menu bars, docks, etc.
The Pictures will be sent to your desktop as "Picture 1.pdf", "Picture 2.pdf", etc etc...You can use Preview, Photoshop, Graphic Converter, etc. to convert it to other formats besides PDF (PNG or JPEG are best for uploading to DSLR).
With recent OSX releases (starting at least with Tiger, I believe), Apple provides an application utility call Grab for taking screen shots (of a selection, a window, a screen or a delayed shot of a screen). The are saved as TIFFs, which can be loaded in the Apple Preveiw App and saved in a variety of other formats. Also Apple's free Quicktime Player can take screen capture videos - they are captured as .mov files, but can be saved to a variety of other formats and screen resolutions.
There are some other applications such as SnapNDrag, which is freeware, and Snapz Pro, which costs money. They can boast better features like higher quality shots, ability to record movies, change formats the pictures are saved as, and of course add the drop shadow everyone desires automatically ;)
NOTE: With 10.4 (Tiger) Apple has changed the default format produced by Command-Shift-3/4 from pdf to PNG.
If you need to capture the screen as a video there are a couple of apps available, the best being Snapz Pro from Ambrosia Software.