This TidBITS article explains how to change the default screenshot format in Tiger.
[robg adds: Since this is just a Terminal command, I'm going to go ahead and show it here, too. Just open a Terminal and type:
defaults write com.apple.screencapture type image_format
Replace image_format with your preferred image format. I imagine that anything supported by QuickTime should work. I tested tiff and jpg; pdf works, too, and png is the default. You'll then have to logout/login to make the change take effect. Five bonus points and the yellow jersey to whomever figures out which process to restart to skip the logout step, if possible!
Update: Thanks to EelBait for the comment below -- he gets the yellow jersey and the five points! Just killall SystemUIServer to implement the new screenshot format.
This feature is nice to see back (even though I use SnapzPro for 99% of my screenshots); it's been missing since the days of 10.1. I tested this on 10.3, too, just in case it had been overlooked there, but no such luck.]

