The beautiful shadows that OS X brings to screenshots are good in some ways or depending the purpose of the screenshot itself. But for other things are a pain in the ass.

After some research I've found multiple ways to get rid of that shadows

1) The default setting

Since the terminal command allows you to deactivate the shadow I assumed that there could be some defaults option for the same purpose. And it is!

With this two commands you can use the normal keybinds to do shadowless screenshots:

defaults write com.apple.screencapture disable-shadow -bool true killall SystemUIServer`

To revert to the original status:

defaults write com.apple.screencapture disable-shadow -bool false killall SystemUIServer

2) The Grab utility

Open the Grab.app: Applications > Utilities > Grab, and under the Capture menu you will find the Window option.

You can also use the SHIFT+CMD+W keybind -while Grab.app is focused-.

3) The terminal way

OS X provides us with the screencapture command, so we can hack around and build our own scripts. A simple one that allows interactive capture without shadow:

screencapture -i -o filename.png

A more complete one that saves the screenshot on the desktop with the datetime as filename:

screencapture -i -o ~/Desktop/screenshot_`date +%Y%m%d_%H%M%S`.png

These are some ways I found. You can play around and make your own bash or Automator scripts and improve it to your needs.

Hope this helps!