In Mountain Lion, most apps now have arrows in the top-right corner of the window that will make the app fullscreen (in its own space), so you can easily switch

In Mountain Lion, most apps now have arrows in the top-right corner of the window that will make the app fullscreen (in its own space), so you can easily switch between fullscreen apps. That said, I agree that this remains the big difference between OS X and Windows -- especially now with large monitors being standard. When I first switched to OS X it took me years to get used to a true "multi-window" environment, but now I have I find Windows to be claustrophobic by comparison. I think this is something that often trips switchers up, because OS X and Windows look similar enough that they don't realise there's an actual philosophical difference -- OS X has a window-as-a-document model rather than a window-as-an-application model, and once you realise that, it all makes a lot more sense (e.g. the application menu bars pinned to the top of the screen, and applications not quitting when you close windows).