With Tiger, Apple changed the default screenshot format from PDF to PNG. I can understand why. You can easily create a PDF by "printing" any file from the Finder, and when I create a screenshot I'm typically going to use it as an image file anyway, so PNG works. But what if you typically create PDFs? There are a number of options available, of course, but if you'd like to just cut to the chase and change Tiger's default, Creative Bits shows you how.
It's as simple as launching Terminal and typing
defaults write com.apple.screencapture type pdf. That's it! To switch back, change the "pdf" to "png." They also provide a nice list of available screenshot commands. Check it out.