Find the built in keyboard short cuts in "System Preferences/Keyboard & Mouse" on the "Keyboard Shortcuts" tab. The OS options are all listed there with check marks to eneble/disable. You can add shortcuts for any Application's Menu Item. You can even assign shortcuts that are already used by the OS and when you're in that program the shortcut will do what it's supposed to for that App, and when that App isn't focused it defaults to the OS item the Shortcut is assigned to (works like that in multiple apps too).
Though I don't have time to look now, the file format for screen shots can be set on the command line. It's kept in a com.apple... file under your ~/Library I think. There are different defaults in different OS X versions, but I belive they all support the same set of possible output formats as it's dependent on Preview's output options (or same source that Preview uses).