TaskSwitchXP is wonderful! It replaces the standard Alt-Tab application switcher on Windows with a purdy popup that shows the names and screenshots of all running apps. You can use the mouse wheel to quickly scroll through the list, or use the keyboard arrows for mouse-less operation. It is also fast (I had speed issues with the XP PowerToys Alt-Tab replacement, although to be fair that was on an older and much slower computer). It is also free and open source :-).

The final selling point for me (well, for free software) was the “Show on active monitor” feature. This makes sure the switcher popup appears on the monitor which has the currently focused window, which is great when using my two monitors at work.