Minimise window, focus next window

My thought would be the reason Photoshop doesn't come to the front is because in many cases you'd have multiple windows open in one program, so collapsing any single window doesn't intentionally take you to another app. Also since its possible you might have multiple other programs open and at the very least that would also include the Finder, it wouldn't necessarily know what app to go to.

Things to know that you might find useful:
Command-H (hide the front app - the previous last app used would come to the front)
Command-Tab (click once toggles between the two most recent apps, the one in the front currently and the previous front app)
Command and keep tapping Tab (cycles through all open apps with their icons appearing across the center of the screen)
Command-tilde (put current window to the back and bring the next window in the current app to the front, this will continue to cycle through all open windows in most apps)

If you want a quick way to switch applications use ⌘ and Tab to select the app that you want, as suggested by Freqsound. If you can still see the document window for the application that you were using previously then you can still click the minimise button, to move it to your dock, but focus will still stay with your current Application.

I guess it is just Apples way of doing it an it assumes that you want the current App to be active, until you tell the computer otherwise. You may be moving the current document out of the way, to open a new document or to open another file.

If I use CMD-TAB a few times, so that it cycles through apps, I notice that some apps don't open; nothing happens, it seems. Is that because they're minimised?

The apps are open, but again they may have any windows collapsed to the dock, or not have any window open at all. I find with many of my audio students they don't seem to understand a program can be running without having a document open, just closing a window (or collapsing it) doesn't quit the app. I personally NEVER collapse a window, I either hide the program or cycle to the next one.

It may be a concept thing here, but apps themselves are never collapsed/minimized, just windows. Hope that helps some.