This might have been published elsewhere, but I've never seen the hint...
When using the built in switcher if you start by holding down command-tab, but then release the tab and press 'q' you can quit the selected program... Very convenient way to exit a bunch of programs quickly.
Also you can exit the switcher with escape, space or period.
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This hint has been well published, but is worth repeating for people who haven't found it yet:
In expose you can tab between windows. When you have lots and lots of smallish windows this is a good way to go through them.