Just to sum this all up and add some detail:

Shift-Cmd-3 will simultaneously capture a screenshot of ALL monitors connected to your system and put the files on the Desktop.

Shift-Cmd-4 will give you a cursor with which you can draw a rectangle of the area desired; if you then hit Space, however, the cursor changes to a camera icon which then allows you to click on any open window. That window will then be captured.

Shift-Cmd-5 pulls up a full set of screen capture controls with various options.

Shift + Cmd + Ctrl + 4 for copying the screenshot into clipboard

OMG. This is awesome. I always open the "Grab" program but this is exactly what I should have always known. Thank you!

+space to capture a single window.

Hold option to remove the shadow

Wish this was easier to remember. I don’t do many screenshots yet I have ctrl/alt print screen burned in my brain and have to google this one every damn time

(joke ..) It's easy, just remember to add +1 from "Cmd Shift 3" .. the whole-screen screenshots shortcut.

(seriously) Cmd Shift 4 also has AFTERTOUCH - so do the command, draw out the grey capture window, and keep holding the mouse button WHILE trying using different combinations of Ctrl, Option, and Shift. Allows you to resize your capture window.

Without the initial SHIFT dumps the file to the Desktop. With the SHIFT adds the screenshot to your clipboard.

I prefer Shift+Cmd+5

Press space afterward to screenshot a particular window with an added drop shadow.