I'm seeing alot of screenshots lately with a very low jpg compression. Just don't use mspaint to save screenshots, but some other graphic program. It really kills the quality when you don't. Other tips may be posted here also :)
In Photoshop, you should use "Save for Web" so you can be more precise with the compression vs. image quality ratio. Never use "Save As" for Jpegs because you can't preview the output.
And if your image has large areas of flat colors, use PNG instead. A 400k Jpeg can be as low as 40k with Png, with nearly lossles quality.