Just in case you’ve missed these, TechSmith are giving away free versions of their software. Admittedly they are older versions but you can upgrade them for less than the full price of the newer versions.
Obviously they are hoping people will try them and like them enough to pay for the latest version:
TechSmith have another product, which will capture images and video as well; Jing is available for both Windows and OSX, but it seems to be primarily aimed at sharing the content online.
What I’d really like is Skitch for the PC.