How to take a screen capture

There are four ways you can take a screen capture.
One will save the screen capture to your desktop.
The other will paste straight to what ever document you have open.
The third will take a screen capture of the window you have open.
The fourth will take a screen capture your whole screen.

Save to your desktop
(you need to do this one if you want to keep the image to use again, like avatars or pictures that you want to upload to a wiki or blog)

Process:
Press Shift-Command-4 on the keyboard.
Your mouse arrow will turn into a cross with a circle behind it.
Click and drag a rectangle shape around what you want to capture.
You will hear a camera click.
The picture will now be called Picture 1 and it will be on your desktop.
(If you are using this picture in a Wiki, make sure you rename it because if you upload another screen capture called Picture 1 then it will replace the one you have on your wiki and you won't be able to get it back.)

Paste straight to your document

Process:
Press Shift-Control-Command-4 on the keyboard.
Your mouse arrow will turn into a cross with a circle behind it.
Click and drag a rectangle shape around what you want to capture.
You will hear a camera click.
Go to the document you want to insert the image into.
Press Command-V.
You cannot paste into a Wiki or a Blog! Use Save to the desktop for that one.

Screen Capture of Window (thanks to @cheesynz)

Process:
Press Shift-Control-Command-4 on the keyboard, then press the Spacebar.
Your mouse arrow will turn into a Camera icon,
Click on the window that you want to capture
You will hear a camera click.
Go to the document you want to insert the image into.
Press Command-V.

Screen Capture of whole screen (thanks to @tonitones)

Process:
Press Shift-Command-3 on the keyboard.
You will hear a camera click.
Go to the document you want to insert the image into.
Go to Insert Picture button, click on Desktop and select picture (or drag it off the desktop onto the document

OR
Press Shift-Control-Command-3 on the keyboard.
You will hear a camera click.
Go to the document you want to insert the image into.
Press Command-V.