Very useful MacOSX key shortcut

The apple+tab key combination change between apps on MacOSX, but it works for one windows per application. What if you have more than one window for app? It is quite common when you are using X11 applications or try to use more than one terminal. To change between active window of one app you can use apple+', but it seems works only for windows on one desktop. It also not work for X11 app, but for them you can use apple+left/right arrows. One more thing. In some instruction related to MacOSX apple key is called comm and alt - option.