Command + Tab, combined with Command + `. Works great.
Let me explain:
- Command + Tab : Switch between different applications.
- Command + ` : Cycle between all open windows of the application you're focused on. (For example, if you have four Finder windows open, you can press Command + ` to move between the four windows.)
If this and other keyboard shortcuts seems to be broken, you probably have another keyboard-layout then US, The shortcuts actually aren't to the ` key but rather the key that would have ` on a US keyboard, to find what key this is on your layout, open the "keyboard viewer" and switch your layout to US, take notice on where the ` key is located, swich back to your normal layout and you can now use this button to switch windows.
On a swedish keyboard ` is the button next to 1 (§) on the small/laptop keyboard, and the key next to z (<) on the full size keyboard.