retarded logic in Apple OS. Use 3 inputs rather then 2.

Alt-Tabbing in Windows shows currently open windows and allows to select one of them which then becomes the active window. If there are 3 Firefox windows, then it'll show 3 icons. A slightly different behavior is available in Mac where it shows one icon for all the open windows of an application and then provide a different keyboard shortcut to switch between all the windows of that application.
Switch between different applications: Command+Tab (for example if you have Firefox, Thunderbird and other applications). Shift+Command+Tab moves in the reverse direction.
Switch between different windows of the same application: Command+~ (for example if you have multiple windows of Firefox). Shift+Command+~ moves in the reverse direction.