If you use ⌘+tab to go through your open applications, you should see even minimized ones, but if you select them, they don't automatically maximize/unminize. If you however press the option key after you've selected the desired minimized application but before releasing the ⌘ key with ⌘+tab, the app window that was minimized to the dock will return to its previous view.
I know this probably isn't exactly what you're looking for, but perhaps it'll help nonetheless.
Following this tip should also create a window for apps with no active window (works for Mail, iTunes and Keynote).
You can also switch from an app to "itself" (by hitting shift+tab once) then holding option before letting go of command will unminimize or create the window.