You can also install any number of third-party utilities, including browser-specific tools like Screengrab for Firefox and IE Screenshot.
Of course, it's hard to beat a tool that requires no software at all, which is why I'm gaga over Aviary. This free Web-based service will capture an entire Web page, top to bottom, then save the image online, download it to your PC, or even edit it using a pretty robust set of tools.
And using Aviary couldn't be easier. In your browser, just pull up the page you want to capture, then add aviary.com/ to the front of the URL (i.e., aviary.com/http://www.pcworld.com/blogs.html) and hit Enter.
In a few seconds you'll land at the Aviary site with the screenshot ready for saving or editing. How cool is that!
If you want a bit more control over resolution, capture area, and the like, you can start at the Aviary site, then paste in the URL you want to grab. Definitely a handy tool for anyone looking to capture Web pages on the fly--and you can't beat the price. (Note: Registration is required.)