Shutter has an option to automatically save screenshots, incrementing the filename each time.

Edit ➜ Preferences ➜ Main ➜ Save :

To make Shutter take the screenshots when you hit PrtScr,
go to Edit ➜ Preferences ➜ Keyboard and check the Capture checkbox:

If you don't want the Shutter window to pop up every time you take a screenshot, go to Edit ➜ Preferences ➜ Behavior and uncheck Present main window after taking a screenshot :

Using Shutter

• First go to Edit -> Preferences and tick the two options mentioned below .

• Now Take the screenshot of a window and right-click and select run a plugin .

• Now select Hard Shadow and run it .

• Your Final Screenshot will look like this .

Using gnome-screenshot

• Launch 'Take Screenshot' from the dash and select 'Include the window border' with the Effect Drop 'Shadow' or 'Border' and then take the screenshot.

• To do the same using the terminal ( Ctrl + Alt + T ) paste

  gnome-screenshot -w -b -d 5 -e border

where 5 is delay in seconds and border can be replaced with shadow for 'Drop Shadow' .