XP TaskSwitcher
Jason Kottke's written up some improvements to Panther's cmd-tab switcher. Microsoft has already beaten these suggestions with their TaskSwitcher alt-tab replacement for Windows XP (part of regrettably named PowerToys series). It not only switches between windows, it gives you a screen shot of the window to boot.
Ok, it's not always perfect--the screen shots render slowly on my PIII 800, and some apps (like HomeSite) behave like they have multiple windows open. But it's one feature that's induspitably better in Windows.

