I had the problem of no Alt+TAB in Gnome classic on Ubuntu 12.10 so after reading a bit I found a solution. The solution consisted of installing CompizConfig Settings Manager and enabling application switcher. The problem is that I cannot find that icon it is not in the Window Management tab of compiz.
Ok After many frustrating hours. I have completely uninstalled the gnome-shell using this as a guide: Remove Gnome Shell completely after installing it? . I then reinstalled it and the problem was still there. Then I took a look at a fresh install of 12.10 and the same problem was there as well. Then I took a look at a fresh install of 12.04 and the problem wasn't there. The option to add application switching was there and I was able to enable it. I have no idea why that option is not in 12.10.