Camtasia is the de facto one for PC. I use iShowU on the Mac and produce it in iMovie. The default settings in iMovie hose it (i wrote a short tutorial here with the settings I've found to work best-> http://www.scrollinondubs.com/2007/06/12/produce-a-clear-scr...)
I've also heard that Snapz is good on the Mac but have not used it personally.