In Exposé on the Mac, there's a neat feature that lets you show only windows from a certain program by clicking its icon in the dock. Keyboard junkies, however, can also get this fix by command+tabbing to the app while in Exposé.
If you have a large number of windows open in one specific application (say, a browser), OS X's Exposé feature doens't help you too much, since it shows all the windows you have open (though that's going to change a bit in OS 10.7 Lion). You can click an icon in the dock to show windows from just that app, but if you don't want to reach over to your mouse just to click one icon — and who does — you can just command+tab there once you get into Exposé. Simple!
10.6: Scroll through apps with Exposé and Tab key System [Mac OS X Hints]
Update: Reader Teejmya lets us know you don't even need to invoke Command+Tab. You can just hit Tab to cycle through your open apps, in the order they're displayed in the dock! Flamencopirate also lets us know you can cycle through Exposé windows of an application with Command+`.