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:
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!
defaults write com.apple.screencapture type image_format
Mac OS X Hints