Many people will tell you many different things. I use FSScreen, simply because its a small prog (meaning less RAM is used), you don't have to do any installation stuff and it drops the images into the folder the program resides in, numbering them from 001 to 999 (meaning you can take 998 shots without cleaning it out). It also functions by hitting Print Screen just once, so its easy to grab a shot whenever you have a spare instant.
There is a rewrite of this program, which I haven't tried yet, but it looks to be decent.
YAFSScreen - rewrite
FSScreen - original and reviews