Placing Images (Screen Caps) for Callouts - Best Practice?

Illustrator CS6, Windows 7
I'm placing screen captures (screen images from software) in my artwork files to add callouts and create illustrations for a user manual.
The machine I'm capturing on has a screen resolution set at 1920 x 1080 (required for software). I'm using Snagit and capturing the screens, saving files, then placing in Illustrator. I've been using images minimum 300 dpi and never upsizing in Illustrator. Still I think my results could be better.
In the past I've used .jpg as my export filetype for placing into Illustrator. But, recent reads of postings in this community lead me to believe my practice might be flawed.
Question: What is considered best practice for placing images from screen capture (or any source) in Illustrator? What file type from capture will get me the clearest and most adaptable results?
My Illustrator file color mode is CMYK and my other art and callouts supporting the screen cap are working great.
I'm creating the artwork for import to Framemaker and creating a PDF for online and print.

What I mean is; what is the user looking at, and what are you training on?
For example, if the application involves medical imaging, and part of your documentation covers something like evaluating medical images in the application, that would probably be a far more color-critical scenario than an application in which the user just views and manipulates data.
Generally, you don't need anything like 300 PPI for screen captures in software documentation. The whole intent is for the image to look like the screen you are documenting, which is something like 72 or 96 PPI at actual size. You might downscale a screen capture as much as 50%, but at that size, the reader is viewing the application's text (including menus,  etc.) at half the size as viewed in the application, which is assumed to be sized for comfortable reading. Sharpness is good. You don't want the images to become blurred in pursuit of completely needless "resolution."
Also generally speaking, software screenshots are not usually color-critical. Placing (even pasting from SnagIt) directly into the page layout app is usually just fine. PostScript knows how to separate RGB images. Such things have been done since long before anyone sweated blood over "color management." Assuming your application interface is not using garish color (which would be poor interface design; it's tiring), I dare say the conversion of RGB screenshots to CMYK at the imagesetter or press would be fine.
How is the manual going to be printed? Unless you're talking about a large press runs, nowadays software documentation (subject to frequent updates) is often printed on on-demand presses (think glorified digital color copiers), not sheetfed presses. With software documentation, you're not usually talking coffee-table collector's books. (The exception would be something like a book on color-correction in Photoshop; thus my first question.)
I routinely paste screenshots from SnagIt directly into InDesign pages to document software applications, and add the callouts in InDesign. Only when I need some special graphics (swooping arrows, etc.) do I assemble the callouts to the screenshots in Illustrator; and even when I do that, I also typically paste the SnagIt captures directly in to AI.
Keeping your callouts native to the page layout program also better facilitates language translation, when you have to outsource that.
JET

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