On the Mac, I use Command+` (the tilde) to cycle through windows in the current application (eg terminal or chrome). It's like Alt+Tab except only for the current application's windows. Possibly for Compiz but without any flashy Exposé like graphics?
Alt - ` and Shift+Alt+` do this by default.
The desktop will map whatever key is above the tab key to do this, on US keyboards it's the ` key.