This is the first time I've submitted a hint, but I'm really happy to see this in Jaguar and astounded that no one has posted it yet -- at least not that I've seen. So here goes...
You can now cycle through windows in the Finder using command-tilde, just like in, of all things, Internet Explorer. This used to be the key command for "Go to Folder..." which is now command+shift+G.
[Editor's note: What's really nice is that they've included the desktop as a folder, so when it appears that no windows are active, your destktop is active! And technically, I know it's "command-backtick" (as no shift is required), but command-tilde seems much easier to locate for most people.]
Mac OS X Hints