At my previous job there wasn’t much need for developing screen shots to show the client because often times I was the client. Or even when I wasn’t the client, the people I was developing for were so happy to have something, that anything I came up with, no matter how clunky, was perceived as the best thing ever.
Recently, I had to develop screen shots for a client to help nail down what their interface looked like and how it would work. We started with a few screens that I thought were a reasonable approximation of what the client needed. The client even thought the screens were pretty close to what they needed. Over the course of a week however, we scrapped almost all of the original screens and created some new screens that didn’t exist before. This wasn’t unexpected, but it did drive home the point that clients don’t know what they want until you show it to them.