As you may know, I use both Mac and Windows PCs at work and write software reviews for both. In my experience, each platform has its strengths and weaknesses, but both can be extremely powerful if you have the right software. To me, it's not about picking which platform is the best, it's about finding the software you need to get the job done.
One of the great additions to the Mac OS in recent iterations is the visual program and document management system called Expose. On a Windows machine, you probably switch apps by using the trusty Alt-Tab key combination and Mac users have this option too (Command-Tab). But with Expose, you have the ability to switch between apps and documents by hitting the F9, F10, and F11 keys to display them in different ways. The F9 key quickly spreads all open apps out on your screen so you can click which one you want to work on. F10 fans out all open windows in the current program so you can get to your chosen document. F11 is used when you want to push all of your apps out of the way to get to something on the desktop.
As a Windows user, you might be perfectly happy with your Alt-Tab setup, and Windows Vista users can now use Window-Tab to quickly flip through apps. But I've found some programs that offer similar functionality to Expose or add other options for finding the apps you want. These programs offer a few different methods for displaying open apps and documents, and I think you'll find they complement or replace Windows XP's Alt-Tab system and Vista's app switching feature very nicely.
TaskSwitchXP Pro is an XP only app that enhances the Alt-Tab functionality so you can see the programs you have running. This one is not on par with the Expose method of displaying open apps, but it does add a way to visually see the programs currently running on your computer. There are a number of options for changing things like fonts and certain display attributes, but they don't change the end result significantly. What you get is a step-up from the regular Alt-Tab with a visual way to see which program to switch to.
DExposE2 works on both XP and Vista and is probably the closest to Expose on the Mac, giving you control over your apps using the F9, F10, and F11 keys. Just like Expose, you'll be able to minimize your apps to fit on the screen so you can pick the program you want to use. You also get the option to set up other hot keys or move your mouse to the corner of the screen to activate. It offers three levels of graphical quality for the minimized windows, so choose lower quality options if you're low on RAM. I experienced a crash with this app, but most users seem to rave about how well it works. It might just be me.
Admiral also works on both XP and Vista and offers multiple-app minimization like Expose through hotkeys or hot corners just like DExposE2. This one might offer the smoothest transition to displaying your apps on the desktop and mousing over each app zooms it in closer so you can make sure you have what you're looking for. But Admiral also offers a process manager that lets you shut down frozen apps and processes; a quick-launch window that lets you open programs by typing in a few letters; and several other features for program management. Registration is $7.99, but you'll be able to use all the program's features during the trial.
If you're not happy with Windows XP's default Alt-Tab functionality or Vista's method to flip through apps, check out one of these programs. If you have a better app for seeing all your programs, let us know in the comments!