Discussion on:

The first five apps I install on a new Mac

I have never liked the Microsoft RDP solution, either, experiencing the same constant crashing. I hadn't really put much effort into finding something different, though. CoRD seems to do the trick, so thank you for that reference.

Did you install any virus protection? Do you install it on the Window's side?

I have both VMware Fusion and VirtualBox (for tinkering) on my MBP and one added benefit to Fusion over VirtualBox is Fusion's ability to access the BootCamp partition, therefore running your instance of Windows there as a vm when in OSX. That's pretty slick,a storage saver and why I use Fusion more than VirtualBox. I believe Parallels can access the BootCamp parition as well.

Err, I think you might have a look through the stuff that comes with the operating system, 'cause Apple include some pretty useful stuff. Check out Grab (which I know and use a lot in Snow Leopard/10.6), which lives in Applications/Utilities folder and will do everything that you are currently doing now with Screen Capture!
Good stuff in CoRD, it is much better than MickeySoft RDC, and it is good that you included that, as I'm sure that others will be interested too. I use CoRD regularly.
Of course if you are using VMware (Note: virtualisation is probably a more correct term than hypervisor), then why not use Windows to connect to distant Windows machines.

PDF Studio 7 adds many capabilities for sharing and collaborating via PDFs, to help a Mac user communicate with others who might not run on Macs. With this tool, you can now even edit the content (text, images, shapes) of a PDF. Also new is the ability to view PDFs side by side to compare versions. Historically, PDF Studio helped users review, comment, combine, rearrange, convert other formats into PDF, attach files, and so much more.

There are OS X keyboard shortcuts for several screen basic capture types. Using Finder's help, search for "screen capture". I'm on Mountain Lion with Macbook Pro Late 2008.