Two things have made the Mac a little more comfortable for me recently. One is an OS extension/plugin called Witch. It allows you to switch between all open windows in MRU order the same way Alt+Tab does on Linux and Windows.
The other one is to enable "All Controls" on the keyboard shortcut preferences panel. That allows you to use the tab key to move between active buttons in confirmation dialogs like "do you want to save changes?".
The other one is to enable "All Controls" on the keyboard shortcut preferences panel. That allows you to use the tab key to move between active buttons in confirmation dialogs like "do you want to save changes?".