On a Mac, use Apple's Grab utility to take screenshots. This is handy for acquiring images from pdfs for use in Powerpoints. Evernote's Skitch is another popular Mac capture tool.
There are plenty of screenshot/capture utilities for Windows, such as the Snipping Tool, Jing, and Snagit.
The Snapshot tool in Adobe Reader allows you to easily select images in a PDF document, copy these to the clipboard, and save to another document or software program (Photoshop, etc.).
This video (from joannasheen.com via YouTube) explains how it's done: