Sharpshooter is an application that chimes in when you take a screenshot using command + shift +3 and gives you options for setting the file name, save location, and the format. You can even move the screenshot directly to the trash.
Overall, Sharpshooter looks like an awesome addition to any Mac OS X system in which users are constantly dealing with screenshots using the built-in utility. Sharpshooter is available from the developer's website for an introductory price (until October 2008) for $12 US. Regular price is $15. A free 30-day trial is also available.