Navigate through application that have windows shortcut
Solution 1:
The closest built-in option in OS X is to launch Expose which shows all open windows, then hit the tab key to cycle through all open apps. It will still select those with no open windows, but is a quick alternative nonetheless.
Solution 2:
Do you mean cycling through all open windows within a specific App?
⌘tab to switch between different apps and ⌘`(backtick) to swap between windows in that app.
Witch is an app that also does the trick more elegant if that’s what you want.