Taking screenshots in Mac OSX uses Preview.
Inside Preview, you can use the menu to capture screens, but that's not very handy when you're working in other programs.

Luckily, there are some global shortcuts available that implement every way of capturing. As I always forget what they are, and I'm sure others forget this all the time as well, here's a short list.

Cmd + Shift + 3 Capture the entire desktop, and save in on the desktop as PNG. Cmd + Shift + Control + 3 Capture the entire desktop, and place it on the clipboard (instead of saved to the desktop). Cmd + Shift + 4 Captures a portion of the desktop  ...