You can switch between different applications by using the keyboard shortcut [ Apple + tab ]. Switching between Safari and XCode for example.
This is an invaluable time saving shortcut. But what about switching between windows of the same application?
Thats covered too. You can switch between windows of the same application by using the keyboard shortcut [ Apple + ` ]. Switching between multiple Finder windows or between XCode projects for example.
The ` key is located left of the z-key on a standard keyboard.