I upvoted the answer from @tls, as that is also my tool of choice, after having tried many, many, screen-capture programs.
However, you might also consider trying "print to file". IIRC; the default Windows print to file only supports text, but you can Google around for one that supports graphics.
The big advantage of this is that you don't need to launch an extra application, just use the Print menu.
In fairness, though, FastStone Screen Capture let's you crop and annotate, which can be useful.
One of the first hits prints to PDF (Goggle further if you want anther format).
The Bullzip PDF Printer works as a Microsoft Windows printer and
allows you to write PDF documents from virtually any Microsoft Windows
application.
This program is FREEWARE with limitations, which means that there is a
FREE version for personal and commercial use up to 10 users. It does
not contain any advertising or popups. For commercial applications
with more than 10 users there are commercial versions available with
advanced features.
Features
- Print to PDF from almost any Windows program.
- Supports 64-bit operating systems.
- Direct output to the same file each time or prompt for destination.
- Control if the printer should ask if you want to see the resulting PDF document.
- Control output and prompts programmatically.
- Setup can run unattended.
- Graphical user interface.
- Password protect PDF documents.
- AES 256/128 bit encryption and standard 128/40 bit encryption.
- Quality settings (screen, printer, ebook, prepress).
- Set document properties.
- Watermark text, size, rotation, and transparency.
- Superimpose/background documents.
- Appending/prepending documents.
- User interface control.
- Linearized PDF documents for fast web view.
- PDF/A-1b support for long time storage of PDF documents.
- Signing of PDF documents using digital certificates.
- Command line interface to all settings.
- COM/ActiveX interface for programmatic control.
- Microsoft.NET API for C#, VB.NET, and other .NET development.
- Support for Citrix MetaFrame
- Support for Windows Terminal Server
- Multiple output types supported: BMP, JPEG, PCX, PDF, PNG, and TIFF.
- Upload document using FTP or SFTP protocol.