UPDATE (12/17/2007): My blog has moved. This post is now located at:
http://jason.whitehorn.ws/2007/02/10/Screening+Capturing+Your+XNA+Game.aspx
Screen capturing your XNA game on Windows is a straight forward task, unfortunately it is not as easy if your game is running on the Xbox. Luckily
Shawn Hargreaves explained an interesting technique for
capturing screenshots from Xbox XNA games.
He proposes using System.Diagnostics's Trace method to transfer data from the Xbox 360 to your PC.