Pretty much self-explanatory... I just have a bunch of utilities (LaunchBar, DeliBar, Tags, etc...) that I never need to tab to and so are just in the way.
If these applications offer the ability to Hide the Dock Item, and live only in the Menu Bar, then they will not show up in the Command+Tab switcher list. Review the preferences within each application to see if this feature is supported.
Last I knew, there were no stable solutions for hiding Dock Icons without adverse application affects.
I have numerous applications that live in the Menu Bar only, and most have an option to show it if necessary:
Alfred, Sparrow, iMenuMeters, Divvy, Last.fm, Flux, Little Snitch, and Tunnelblick.