ea, or just one window in particular. Each of these modes is activated via a combination of keystrokes, or from the icon on your menu bar.
The resulting capture can be saved directly as a file, sent to print, copied to the clipboard, or opened in an editor, according to your needs. By default, the capture will go directly to the editor.
If you're looking for a program to take screen captures, you'll like what you find using Greenshot.