Screenshots can be captured via the developer page. If you're getting tearing in the screenshot, break into the debugger before taking it, so the screen doesn't refresh mid-screenshot. For video, there are no "cheap" options that I'm aware of. I've used a Slingbox in the past. Now I use an Elgato HD Game Capture.
My Channels: http://roku.permanence.com - Twitter: @TheEndlessDev
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