I've not been using Mac OS X for very long, but one thing has annoyed me until now; how to tab through windows within applications. The shortcut F10 (Exposé: Application Windows) has been my solution so far, although it really is a slow procedure.

So here it is: Cmd-`
Where ` is the backquote.

EDIT:
I actually found the entry in the keyboard-prefpane. Under the keyboard shortcuts menu select the entry called "Keyboard & Text input". Here there is an entry called "Move focus to next window in application" and the shortcut next to it is probably defined as Cmd-`, but I like it better as Cmd-<