Richard,
Over-reporting is actually better than no report, so any time you notice anything unusual happening (even if it's just a one-time thing) be sure to bug report it right away. If you report something that's not a bug, oh well, no worse for wear. However, if you don't report something that IS a bug, then it takes longer for us to find and resolve it.
Screenshots aren't terribly helpful to us unfortunately. They only show the actual problem and not the cause of the problem. The bug reports are much more useful because they have all of the relevant shot data and that helps us get to the root cause of the problem. There are times where a screenshot will complement a bug report and if you can grab one then you're welcome to send it in with a reference to the exact time you submitted the report. In that instance, it would be helpful to see the screenshot too.