If you're playing a video in Quick Look, you can pause the video, then click and hold on the displayed image, and drag a screenshot into another application, such as a TextEdit document in rich text mode. This doesn't work with other types of files, as best as I can tell.
[robg adds: You can also drag and drop the image onto a docked application icon, such as Preview.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=2007121704080959