[robg adds: This is a documented feature, but it's in a somewhat hidden location -- just take a look at the Keyboard Shortcuts section of the Keyboard & Mouse preferences panel. In the Keyboard Navigation section, you'll see Control-F4 listed as the shortcut for "Move focus to the active window or next window." There are some other useful tricks hiding in there as well, and remember you can reassign them to whatever you like (double-click the existing shortcut to edit).]

