shutter

To my absolute delight, under General in Settings, there's a dropdown to choose what app you want to appear on that button.

Shutter is the most likely app for me, so I can add my cute annotations, so I changed my Open with Editor to Shutter.

So now it doesn't say Preview in the toolbar, it says Shutter.

Vista seems to be very privacy-focused.

In the Mac App Store, under Privacy, it shows that no data is collected.