This is really an issue most people aren't aware of. People somehow learn how to take screenshots of their entire desktop on computers and share them, but also somehow fail to learn how to take screenshots of a window or crop/blur them appropriately. Or perhaps they're always in a hurry and don't have the time to look up how to deal with it.
I have learned which banks some people use (online banking tab open), which browser they use, which programs are running on their system (from the task bar), which Facebook pages they have open, whom they're messaging with on Facebook, which other articles around the web they're reading, and so many other details just by looking at screenshots. It may not be an issue that I got to know these, but it's an information leak that should've been avoided.
Since people aren't going to change quickly, the only solution I can think of is having the screenshot feature or software on all platforms ask the user with a simple UI what they would like to black/blur out and then save that. Dear Apple, here's a cue to build this right into iOS and OS X to continue with the "privacy matters" motto for users (of course, it would be great if Google and MS also embrace this across all their platforms).
On Windows though, I use Greenshot [0] to capture the screen or a window or a specific region of the screen, with options to send the capture to one of several programs directly. Paint.NET [1] is what I normally use for cropping/annotations/masking, etc.
[1]: http://getpaint.net/
(yeah, not as intuitive as having a PrtScrn button)
Seriously, guys, sanitize your screenshots. Every screenshot I take, I crop down as much as possible and check for stuff like that thoroughly. Bookmarks, tabs, windows, system tray, notification, they all could potentially contain very private or even incriminating information.