I've been wanting Apple to add the ability to close an app or window through Exposé since I first saw Exposé. With Snow Leopard, they've at least gone part way there.
If you invoke Exposé's All Windows or App Windows mode by whatever method, you can then click on a running app in the Dock to have Exposé focus on that app (either changing focus from one app to another in App Windows mode, or switching to App Windows mode from All Windows mode).
This is nice, but better yet is that the abbreviated Dock contextual menu will show, on a single left click, allowing you to quit, hide, or set options for the focused app. The only thing missing now, IMHO, is the ability to close a specific window from Exposé, but I guess we can't have everything (yet)!
[robg adds: This only works if you click on a non-active app in the Dock while in Exposé's App Windows mode. I first tried it by clicking on the currently-displayed app's Dock icon, but that simply exits Exposé. Click on a non-active app, though, and it works as described.]

