More tangential tips:
Actually, hitting space after Cmd-Shift-4 switches to window screenshot mode (and back to drag-select/crop mode if you hit space again after that). If you have a fullscreen window like WoW, yeah, you'll get a fullscreen screenshot when you click anywhere... but you can also use that to get a screenshot of any other window you click on.
Cmd-Shift-3 takes a screenshot of the whole screen right away.
Also, adding Ctrl to either of those makes the screenshot go to the clipboard instead of a file on the desktop.
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