To switch between open windows WITHIN a given application, simultaneously press Command + tilde. Works for most apps I have tried; exceptions to date are MS Word Beta and, strangely, Finder! Seems this key mapping is already allocated in Finder (for Go to Folder). Anyone know if there is an alternate mapping which works in Finder?
[Editor's note: Simple tip, documented in most apps' menus, and yet often overlooked - so it's worth mentioning! As for Finder window switching, I haven't stumbled across anything. I mostly use a control-click on the Finder dock icon if I'm after one window in particular.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20011112060422737