Well that varies with a lot of emulators, but let's see here...
jNES [NES] - Press F3
ZSNES [SNES] - Press F1 and select "Take Snapshot" from the menu.
Project64 [N64] - Press F3
Dolphin [GC & Wii] - Press F9
VisualBoyAdvance [Gameboy] - On the top menu, click "File", then navigate down to "Take Snapshot".
DeSmuME [DS] - Press F12
No$GBA [DS & GB] - Press PrintScreen
MAME [Arcade] - Press F12
jNES [NES] - Press F3
ZSNES [SNES] - Press F1 and select "Take Snapshot" from the menu.
Project64 [N64] - Press F3
Dolphin [GC & Wii] - Press F9
VisualBoyAdvance [Gameboy] - On the top menu, click "File", then navigate down to "Take Snapshot".
DeSmuME [DS] - Press F12
No$GBA [DS & GB] - Press PrintScreen
MAME [Arcade] - Press F12