Hitting Ctrl-F4 in Mac OS X will cycle through your non-minimized windows (including hidden applications). On a laptop, you'll need to hit fn as well. You can change the shortcut key in the keyboard shortcuts section of the keyboard and mouse system preferences.
I've been looking for this since I got my new iBook on Wednesday. It's not as useful as the Windows version because the switch occurs when you hit F4, not when you release the Ctrl key. Thus, you can't alternate between two windows; you have to cycle all the way around. But it's something. I'm hoping that Cmd-Tab and Exposé will merge so that I can hold Cmd and see live previews as I tab between windows.
BTW, you can use Cmd-Tab to switch between applications and Cmd-` (that's the backquote, on the key with the tilde to cycle through the windows within an application.