Recently, I have upgraded from 10.5.x to to 10.6.2 and then 10.6.3 and the Screenshots (Cmd Shit 3 / Cmd Shift 4) and Grab app are not function properly. That is no images are generated.
The solution is to reinstall the
Mac OS X 10.6.2 Update (Combo)
Mac OS X 10.6.3 Update (Combo)
Then these problems will be fixed.