I may look more into this in the near future. Also would RetroArch work best for PSOne games? What about PSP games? I don't really know to much about the programYou don't need to buy a PSTV (Unless you want to play Vita games). You can simply download any games you've bought from PSN using PSDLE browser extension, decrypt the .pak file and run it in RetroArch.
For taking screenshots, you can either run RetroArch via Steam Client and let Steam Overlay take care of it, or you can use RetroArch's built-in screenshot hotkey.