Any screenshot that gets saved to the Clipboard will go straight to Preview application, no pasting necessary. Just shoot a screenshot to the Clipboard (typically any of the normal screenshot key combos, but with CTRL), then in Preview rock an Applekey-N. Voila, your screenshot is now a Preview document.

I suspect this works with any image on the Clipboard, but I haven’t tested it outside of copying to Clipboard an image opened in Preview, so that’s kinda cheating.

Full disclosure: the only real shortcut here is that Preview saves you from the trouble of a Paste, but it’s an interesting nugget nevertheless. To me.