John Marstall discovered a great way to instantly get screenshots taken on your iOS devices to show up on your Mac:

No, you won’t need to have iPhoto running for this to work. Take some screenshots on your iOS devices and they’ll automatically start showing up in this folder.

The basics: make sure your devices have Photo Stream turned on, search for PNGs in Library > Application Support > iLifeAssetManagement > assets > sub, save that search and add it to the Dock.