It’s always easy if you know how it works – I wanted to switch between different windows of Firefox (not tabs) on OS X Mountain Lion (10.8.4).

Easy way:
just press command and ` together – voilà, next window.

Thorough way:
go to System Preferences..., Keyboard, Keyboard Shortcuts.
There you find the options on how to navigate through the system once you selected Keyboard & Text Input on the left list view.