Mac OS X 10.2 is definitely the way to go, and welcome to the Mac community!
I tried looking around a bit for a good piece of shareware that’ll change shortcuts, but I didn’t seem to find any that did what you’re looking for. On that note, I’d really like to stress getting used to the Apple Standard of Command-Q for quitting Apps, and Command-W for closing windows (but leaving the App running). As Joshmaker has already pointed out, these commands work in 99.99% of all Mac programs.
Command-TAB will cycle you through all open Apps (tip: Hold Command down, while tapping TAB until you get to the App you want… they’ll highlight in the Dock, then let go… voila!).
Also, click-hold on the icon in the dock, and it’ll list which windows are available. I’m not sure if there is a shortcut to allow this behavior?
Like I said, I’m not sure if the dock will show you anything on a window level, but click-holding on the icon in the dock can show cool things.
Like another already pointed out, if you’re looking to shun your mouse, the Full Keyboard Access (System Preferences/Keyboard) is what you’re looking for. It takes advantage of the F-Keys, so Control-F4 will cycle through any windows that may be open. Control-F3 will activate the dock, then use the arrow-keys to cycle through… and so on. This might be a big answer in and of itself right there.