In Chrome I often toggle between open tabs using Ctrl + tab to go forward, and Ctrl + Shift + tab to go backwards.
For some reason, I can't get the reverse navigation working (using Shift) when using this keyboard. It does work if I use the key combos directly from my laptop's keyboard, however. It's also not working in Messages, to go between conversations.
My Apple wired keyboard (full size with number pad) is plugged into my 30 inch Cinema display, but to be honest, it still doesn't work if I plug directly in to my laptop.
Update: On both my internal laptop and wired keyboard, I've remapped the Caps Lock key to be the Control key, and vice versa. If I restore defaults, the tab cycling is fixed. If I set the Caps Lock key back to being the Control key, and try to cycle backwards, it breaks. Just confirmed the same is true in Safari. And, no matter how I modify the keys of the internal keyboard, cycling is perfect.