Thanks to the ever wonderful MacOSXHints for this tip:
Cycle through all open windows via the keyboard: Instead of using Cmd-Tilde to cycle through only one application’s windows, you can press Control-F4 to cycle through the open windows in all the open applications. To go backwards through the windows, just hold down the Shift key while pressing the other keys.
… it’s function + control + F4 on laptops.
If you use Mac OS X then MacOSXHints is a must-visit site — although the trick, of course, is to follow the RSS Feed via NetNewsWire or even Safari RSS.