Capture entire screen: Press Command (⌘) + Shift + 3
Capture selected area: Press Command (⌘) + Shift + 4
Capture a window: Press Command (⌘) + Shift + 4, then press Spacebar and click the window
Capture screen recording (video): Press Command (⌘) + Shift + 5, then choose Record or Record Selected Portion
Save to clipboard instead of file (for screenshots): Press Control + Command (⌘) + Shift + 3 or Control + Command (⌘) + Shift + 4
Save to clipboard instead of file (for recordings): Press Control + Command (⌘) + Shift + 5, then start recording