I've been a fan of TechSmith's Camtasia product for a long time so I thought I'd mention another great product they offer. SnagIt is a really flexible screen capture application that's been around for a long time. It's easy to use but also very feature-rich. TechSmith recently announced a set of output plug-ins for it including one for Team System that makes it really easy to capture a screen shot and attach it to a new bug in VSTS.
SnagIt Output for Microsoft® Visual Studio® Team System