This works if you push the "Front app only" button as well, but NOT if you push the "Desktop" button.
[robg adds: This is a powerful feature, but it's a bit hard to explain just why. One example may help. Assume you're running two apps (BBEdit and Safari). Safari has five windows open, three of which are buried under six BBEdit windows. You want to quickly bring all of the Safari windows to the foreground, and pick one to work on. In "typical" Exposé use, you'd do something like this: Hit F9, then click the window you want to work on, then realize the others are still "buried" and hit F10 and then click again in the window you want to work in.
With this trick, it's much simpler -- hit F9, then use Command-Tab to cycle to Safari, and click on the window you want to work in. All open Safari windows come to the foreground, with the selected window frontmost. VERY cool.
In playing around with this, my buddy Kirk M. pointed out some other interesting things. You can do this even quicker by just hitting Tab when Exposé is active, though you won't get the on-screen icons so you have to cycle through all open windows. If you only have a few open windows, Tab is the easiest; if you're sorting through tons of windows, Command-Tab might be easier to use. As an aside, he also discovered that you can use the arrow keys to cycle between Exposéd windows, and you can hit Escape to select an app without any open windows.]

