You will have to be rooted to take screenshots. If you do decide to root, you can find apps on the marketplace to take screenshots on the phone instead of using the SDK to get screenshots.

 

Rooting basically give you more access to the phone you previously did not. You can dl apps that will let you dig through system files, you can get apps that AT&T would rather you not use, load up custom ROMS (new UI's, new firmware versions, etc.). It's not essential but a lot of Android people like to tinker.

On your note about launcherpro - I find it strange that it would be even laggier than TouchWiz, as I've had the opposite effect, but I've also read this from other people. There have been a lot of people here that swear by ADW.Launcher, so why don't you give that a try.