This list is in a rough order of most obscure/useful, so that the things at the top are tools that you haven't heard of before.
I find the default application switcher in OSX useless. I often have many Sublime Text windows open, a number of GitX windows, and maybe a couple of Chrome windows. Having to Cmd + Tab
to the app, and then Cmd + `
through the app windows takes too long. Witch works like Alt + Tab
on Windows.
It takes a bit of persuading to make it replace the default Cmd + Tab
shortcut, but it's worth it.