Shoot Me requires Root, so shouldn't be working on unRooted handsets (there was a bug in the EVOs first firmware that allowed it to work, since been patched, that may be what you're referring to).
The 2.2 firmwares have screenshot ability inbuilt.
+1 for SMS Backup, great little program, although I see SMS Backup+ in the Market now too which looks good (seems to have a restore option).