Command+Shift+3: takes a screenshot of the full screen (or screens if multiple monitors), and save it as a file to the desktop
Command+Shift+4: brings up a selection box so you can specify an area to take a screenshot of, then save it as a file to the desktop
Command+Shift+4, then spacebar, then click a window: takes a screenshot of a window only and saves it as a file to the desktop
Command+Control+Shift+3: take a screenshot of the entire screen (screens if multiple monitors), and saves it to the clipboard for pasting elsewhere
Command+Control+Shift+4, then select an area: takes a screenshot of selection and saves it to the clipboard for pasting elsewhere
Command+Control+Shift+4, then space, then click a window: takes a screenshot of a window and saves it to the clipboard for pasting