Yes there are a lot of services to make App Store screen shots, many are even good and some well worth paying for. Finding the right one can take time and then updating your app with a new version may be difficult. However if you want to make your own there is a few tools you will need.
Firstly paint.net is a great editing tool. Most importantly it has layers, and layers are crucial to making edits and updates to your app store screenshots. Layers allow screenshots to be updated without breaking the rest of the design. Yes you can do it all in one of the Adobe products but that’s a lot of learning time and monthly fees to invest.
Next you are going to need some device mock ups. While you can search online there is a great collection from Facebook in their design labs. While they don’t have transparent screens it not too much effort to work around.
Finally add some screenshots from your app and then a layers for text and you are done. Make your to save your work in PDN format before exporting so you can edit it.