Many may also know this, and it is more of a notification than a hint. It used to be that Grab's Capture -> Window menu item was grayed out. With one of the recent updates, Apple has now enabled it and you can now capture windows. The shortcut key is Shift-Command-W.
[robg adds: We don't normally publish menu item hints, but this feature has been broken in Grab for so long that I thought it was worth a mention.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040622215850855