When I tried registering on Bitstamp, my verification was denied because they said they don't accept screenshots of electronic documents. However, all of the examples they provide are delivered electronically - bank statements (most people receive these by email), utility bill (paid online, no physical letter), etc. I am not sure how it is in other countries, but at least here in the US, I (and everyone I know) have everything delivered electronically.
I know they have the option of getting some sort of notarized court letter but that sounds a bit silly.
they like to see that it originated as paper that was delivered by post to your address.
taking a screen shot of a document that was emailed to you is only 1% different then scanning a paper document. but that crucial 1% is the difference in the metadata and binary info in the file that shows if it has been photo shopped or originated as a scanned document from paper.
by proving it has not been photo shopped by it being originally on paper is more proof that it has been delivered to you, meaning more proof you actually live there..
although saying that its still stupidly easy to print out the doctored documents and then scan them in to get the "scan effect" bitstamp is looking for