Alternatives to Skitch for Windows
On a Windows computer you can use the Snipping tool to capture all or part of your screen. From there you can use the built-in tools for drawing on your screenshot.
For a long time I used Jing to take screenshots on my Mac and on my Windows laptop. I'll probably return to using that on my Windows computers. Jing allows me to select a portion of my screen, highlight image elements, draw arrows on my screenshots, and type on my screenshots. The only reason I had stopped using Jing was that I preferred the drawing tools in Skitch.
Another screenshot option that I am trying is Diigo's Awesome Screenshot tool. Awesome Screenshot will only capture things that are displayed in your web browser or capture your entire desktop. Awesome Screenshot offers a simple one step installation. The Awesome Screenshot tool allows you to draw and type on top of your screenshot images.
Alternatives to Skitch for iOS and Android
Pixlr (iOS here, Android here) is a fairly robust tool that allows you to apply image filters in addition to drawing and typing on your images. I'll use Pixlr to mark-up screenshots that I capture on my Android and iPad tablets.
Taking a screenshot on an iPad or iPhone is a simple matter of holding down your "home" button (the big round one) and power button at the same time. The image will save directly to your device's camera roll.
As long as your device is operating on Android 4.0 or later you can take a screenshot by holding down your home button and power/sleep button at the same time. The screenshot should save to your camera roll unless you've designated another place for it to save. Some Android devices, depending on manufacturer, include a built-in screenshot image editor.