I use Fraps...
It is really nice, you can keep track of the FPS too.
But as mine isnt registered it saves in bmp (thats why my screenshots folder has 500MB), but then just open paint and convert to jpeg.
It is ok (i guess
).
DxDll is better but as my pc cant handle it, I cant use it. But with that your screenshots look way better.
I would recommend dxdll.
Beside those two never used anything else.
Hope it helps ;D