The purpose of Save for web and devices is more used when you create animations. Then you will be taken to another menu where you can check your animation in different browsers. And Animations can also be saved as GIF
Don't forget Zeruda once was a member without mod powers here too. She is not saying this because she is a mod but because of the experience she has with the mods on here since she joined. Let's say Paint is limited compared to Photoshop.
I also would like to add you can use Tinypic as well to...