There are a number of keyboard shortcuts built into Expose, for example; if you put it into all windows mode (f9 by default), you can use TAB or tilde to cycle through individual app windows only (with a really nice zoom back look to it). However what I found truly amazing was using the arrow keys to change the window focus in the app window mode (f10 by default). If you have a number of windows opened in a particular app, and you use f10 to engage Expose, you can use the arrow keys to change the focus and then hit enter to bring that window to the forground. But the really neat twist to this functionality is that the way you navigate with the arrow keys has a direct spatial relationship to the position of the windows in Expose.
Try it, open up a number of Finder windows and hit f10, you will notice that when you hit an arrow key, one window will be in focus, then if you hit the down arrow, the window below it will come in focus, or hit the right arrow and see that the focus switches to the window to the right.
This is an amazing little touch, it is very intuitive to move around in this enviorment. Apple always seems to put these little touches in there that make one go "Wow... Macs are great".

