Here's a simple tip that I thought everyone knew, but apparently not. To switch between applications you can press Command-Tab. This fairly simple keyboard shortcut will switch from the current application to the last one used.

This isn't everything though. Continue to hold down the Command key after releasing tab, and the icons of all your applications appear across the middle of your screen. Press tab again whilst still holding Command and you can cycle through all open applications.

But there's more! Whilst still holding the command key, pressing Q will quit the hilghlighted application, and the list of open applications will remain active. Now you can use tab to move along the list and hitting Q will quit further applications.

Likewise this can be used with H to hide applications, and ~ to cycle through in the reverse direction.

Thats Application switching sorted, but a small development of this is a keyboard shortcut for window switching. This is less known about, and it involves pressing Command-~ (tilde) whilst in an application with multiple windows open. It doesn't bring up the screen display of open windows, but merely cycles through all open ones.

I find these shortcuts are sometimes a faster and easier alternative to the F9 and F10 of Exposé.