how to switch windows faster...?

I used to switch windows using win+1..9 on windows 7. Now switching to mac, i wonder if is there any equivalent feature in snow leopard? Or maybe there exist some third-party application support that?

There are quite a few commands which let you do this in Mac OS X:

Cmd+Tab for switching applications
Cmd+` for switching windows within applications
F3/F9 for Exposé (shows all windows in a graphical way, on trackpads you can do a 4-finger swipe down)
F10 for showing windows of a specific application in Exposé
F11 for showing desktop and shoving all other windows to the side, on a trackpad its 4 finger swipe up

There is also Spaces which is like having multiple desktops, where you can switch to and fro. You can enable it in the Exposé & Spaces prefrence pane in System Preferences and suit the keyboard shortcuts to you liking