If you are talking about taking a screenshot of the thing being displayed on your computer, nothing beats the good old method of, Pressing PrintScreen button on keyboard and pasting it in Paint.
But, if you are asking about taking a snapshot of a video, nothing is more convenient than using VLC. One thing to note here, is that, the snapshot which you would get using VLC would be of the original size of the video. So, it doesnt matter if you take snapshot of the video when it IS or IS NOT in full screen mode.
Also, there's a tools such as Video Cutter, and AVIdemux, that can help you in taking snapshots. Just written for the alternatives.
