As far as screen capture utilities go, I’ve used Adobe’s Captivate, TechSmith’s Camtasia, and the open-source version: Camstudio. I won’t say I’ve used them all often enough to claim proficiency, but I am at least comfortable enough with each to be able to get started and going relatively quickly. I prefer Captivate over Camtasia for its editing capabilities, and because it seems to work better with other Adobe applications, which I use often (Premiere, Photoshop, etc.). I think Captivate has finer control over editing, too–at least the versions I’ve used.
Regardless of which tool, I’ve found screen capture utilities to be an invaluable resource in software usage documentation. It’s so much easier to show a user how to execute a set of process steps rather than resorting to text-only instructions.