Ian, perhaps more important than the res of your screen shots is how you convert them from RGB to CMYK.
If you (or the production dept. who takes your files and readies them for press) use the default CMYK color settings in Photoshop/InDesign to convert to CMYK, the black in your screen shots (menu item text, for example, and palette borders and the like) will convert to a very rich black ... a black made up of the 4 process color inks.
Since screen shots are often reduced, even the tiniest misregistration on the press will result in the 4 process colors being offset slightly from each other, resulting in blurry black text and lines. I'm sure you've seen these blurry screen shots in books and magazines before.
To avoid this, you should create a custom CMYK for converting your screen shots that generates a "max black plate" ... that way, things that are black in the screen shot art get created with 100% K (or close to it) and very little of the other colors, resulting in crisp art and lines. This should only be for screen shots btw (or other scanned art that's mainly tiny black text and thin rules), not for anything else.
To create that custom CMYK setup, in Photoshop go to Edit > Color Settings, and in the top Working Spaces area, choose Custom CMYK... from the CMYK pop-up menu. In the resulting Custom CMYK dialog box, choose Maximum from the Black Generation pop-up menu, in the Separation Options section. This will get you 90% of the way there. You could even choose Custom Black Generation from the same pop-up and create your own curves if you really want to test this out. But choosing Maximum should be fine.
You could save this Custom Color Setting by clicking Save in Photoshop's Color Settings dialog box -- name it something like Screen Shots to CMYK ... and make sure you only Load it when you're about to process screen shots. Otherwise use the Prepress defaults.
So ... have that custom CMYK active when you convert your RGB screen shots to CMYK in Photoshop (by choosing Image > Mode > CMYK), and place the CMYK images in InDesign.
You can convert one original version of an RGB screen shot to CMYK with Photoshop's Prepress defaults and the same original version to CMYK with your custom settings, then place them both in ID and look at the plates with Separations Preview to see what I'm talking about.
I know first-hand that this is what many (but not all) publishers do in their production departments. In fact one of the first magazines I wrote for, many years ago, sent me their CMYK settings to Load in Photoshop to prep the screen shots I did for them.
Sandee Cohen wrote about this a while back in creativepro.com ...
<http://www.creativepro.com/story/feature/14977.html>
... scroll down halfway to "Converting RGB to CMYK" to see before/after samples of a screen shot.
AM