The presence on your list of a complaint about workspaces is evidence that Windows is not so bad because having workspaces is not that important.
OS X did not have workspaces at all for many years, and the two different versions of it they have introduced are kind of lame in the details of how they work. (Specifically, Command-Tab cycles among all open apps, not just the ones in the current workspace, as is done on Linux, and there is no other quick way to switch to a different app in the same workspace -- Mission Control not qualifying as quick -- with the result that I sometimes make a point to put two windows that "belong together" in separate workspaces just so I have a quick way to switch between them.
I'd tend to agree that Workspaces are "nice to have" rather than particularly important, but aside from "show desktop" and (the very nice) Aero Snap, Windows doesn't have any particularly useful window management tools at all.
To pick a (not entirely unimportant in the present context) nit, Spaces contain windows, not applications; each application has zero or more windows (an useful and important feature of OS X) contained in zero or more Spaces. There's an option to control whether or not switching to an application with no windows in the current Space switches to a (not "the") Space that does contain such windows, and the default ("yes") is sensible.
The quick way to switch to a different window in OS X is Exposé, which is broken in Lion, but fixed in Mountain Lion (clear "Group windows by application" in Mission Control Preferences).
Finally, the quickest way to switch between specific applications, windows, or even arbitrary Cocoa UI elements is binding AppleScripts to key combinations (using one of many tools; Alfred.app is as good a place as any to start). For anything more complicated than 'tell application "Foo" to activate', Script Debugger [1] and Accessibility Inspector [2] are your friends.
You can learn more about AppleScript in the course of its free 20 day evaluation period than you could in 20 months with Apple's tools (and $199 only sounds expensive until you use AppleScript nontrivially for the first time).
[2] Traditionally bundled with Xcode, it's been split out into a separate "Accessibility Tools" package in some recent builds, and hidden inside the Xcode.app bundle in others (though Spotlight should still find it).
OS X did not have workspaces at all for many years, and the two different versions of it they have introduced are kind of lame in the details of how they work. (Specifically, Command-Tab cycles among all open apps, not just the ones in the current workspace, as is done on Linux, and there is no other quick way to switch to a different app in the same workspace -- Mission Control not qualifying as quick -- with the result that I sometimes make a point to put two windows that "belong together" in separate workspaces just so I have a quick way to switch between them.