Don't even get me started on the Finder's utterly, utterly useless "alt-tab" - what a pointless piece of crap. You simply _CANNOT_ switch windows with it, only applications! Great, you can switch focus to the most recently used window in one app or the most recently used window in another, but there is NO FUCKING WAY you can change amongst those app's windows without using the mouse and going to the "window" menu or using "expose" (all involve several distracted seconds on that bastard touch-pad mouse thing).
Try Apple+~ to switch between windows of the open application. Also, calm down, and drink less coffee.
Finder is a bit of a mess, but the Apple-Tab is fantastic, simply for being able to Apple+Q to quit applications without giving them focus.