Navigating between multiple windows in multiple programs

Hello all,

I'm new to working on mac, I come from a windows background and I'm having a bit of a problem navigating quickly between multiple windows. Some times you need to open a lot of windows while working, like a couple of firefox windows (with tabs =)), 2 pdf documents, skype, xcode, word documents etc. In Microsoft Windows all your 'windows' are on the task bar and you can click on it to show it or alt tab your way through your windows. In mac if you alt tab it gives you like the root program not the windows and to access the windows you have to choose them from the Windows menu, and I tried expose and its a cool thing =D but still i'm not comfortable navigating with it, so i was wondering if i'm missing sth. Can you tell me what is the way you comfortably handle multiple windows? Thank you all in advance =)