Witch allows you to switch directly between not only applications (as you can do with Command-Tab), but windows as well. Instead of switching applications first, then windows, use Witch to switch directly to your desired window. If you're coming to the Mac from Windows, you'll find Witch a natural-feeling replacement for Windows' ability to switch directly to windows.
♡♡♡♡♡ Witch earned a very-rare perfect five-mouse rating from Macworld: "...Witch is easily one of the most useful utilities on my Macs."
Witch optionally works across Spaces, too, allowing you to easily switch to windows in any other Space.
You can even define global hot keys for useful tasks such as releasing or closing all minimized windows, or zooming the frontmost window.
As you can see from the screenshots, Witch has a ton of customization options, none of which are required, but all of which can help make Witch work exactly as you want it to work.