Ctrl+Tab works in Visual Studio, too.
I have been brushing up on keyboard shortcuts ever since I installed the Windows 7 beta on my laptop. Tim Sneath has a great summary of keyboard shortcuts here, in particular I LOVE the window management shortcuts. If you have IE8 you also probably know that Ctrl+Tab switches between browser tabs. What I did not know, and just discovered by accident, is that Ctrl+Tab works in Visual Studio too. You can use it to switch between active files and tool windows (e.g. the Solution Explorer or Class View). The arrow keys work too. I tend to have lots of active files at once, so this is a nice timesaver.
Feel free to share other cool shortcuts in the comments.
A side note: I am a Unix guy by background, and during my first two years at Microsoft I did all my development using the command shell + emacs. But given the improvements that Visual Studio has made over the last 5 years, there is no way I would ever go back now! I am anxiously awaiting their next release.