For a long time I have used Alt-Tab to quickly switch from one program to another. Works great in XP and Vista. I use my left thumb on the alt key and tap the tab key to select the program I want then release. In Vista they added the live images of the open windows. You can add the larger images of the ALT-TAB in Vista to XP via a free add in from microsoft called PowerToys for Windows XP Professional … Alt-Tab Replacement. In addition to seeing the icon of the application window you are switching to, you will also see a preview of the page. This helps particularly when multiple sessions of an application are open.
In Vista they added the Alt-Windows-Key to give you a live and larger images of the open windows.
My tip is that with either ALT-TAB or AL-WINDOWS keys, you can also use the mouse to click on the window you want. If you have a lot open this is very convenient way to get to just the right screen. Also in the ALT-TAB view, as you move the mouse over the preview screens, the name of the program is show at the top of the page.