I'm using gnome-shell on Ubuntu 12.04. When I hit PrtSc to take a screenshot, it works, but it automatically saves the screenshot in my Pictures folder. There's no dialogue asking where to save. It does show the dialogue box under unity though.
Assuming that I have read this bug-report correctly...
This is by design. No really!
Comments #37 onwards talk about this.
The current unity patches state:
on Unity sessions display a confirmation dialog after taking
screenshots with the keybindings, the auto saving behaviour is
confusing our users
The thread carries on:
but your fix doesn’t help when I don’t use Unity. Why did you think
this only applies to Unity users?
With the reply:
because we keep being asked by GNOME upstream and GNOME user to let
their desktop alone and ship it as designed so that's what we try to
do, we stick to upstream behaviour for GNOME environments and take
design decision for Unity
So there you have it. The Gnome-Developers are insistent that their desktop environment should behave this way. Its an upstream issue. The Canonical Developers are respecting this decision and hence the "divergence" - Unity users have the Save as dialog whilst gnome-shell users have the by-design no dialog functionality.
Thus if you are using gnome-shell/gnome-classic, all the screenshots are saved in your home pictures folder ~/Pictures
Note: You can override the screenshot location with gsettings (command-line) or dconf-editor (GUI):
org.gnome.gnome-screenshot auto-save-directory to file:///home/yourusername/wherever/you/want 
