Ryan Irelan doesn't like the way Leopard grabs window shots. When you press Command-Shift-4/Spacebar, Leopard includes about 50 extra pixels of transparent background around your Windows. This extra space grabs the window's drop shadow along with the window itself. Enter CleanGrab.
CleanGrab is Ryan's script for grabbing just the window, without the background pixels. He describes the script and offers a download link on his personal weblog. You'll either need to run the script directly or trigger it via a macro program like Quicksilver. The script essentially runs the command-line screencapture software using the -io flags. -i tells screencapture to run interactively. -o tells it to omit the window shadow.