If you don’t like using Keyboard Shortcuts, here is something for Power users for Mouse!!, Wheel Here. This application can switch between windows when you mouse over and also scroll it to make any window as current windows which saves a lot of click in total.
In Short if you have few applications open like browser, winamp etc which respond to scroll, you can just take your mouse over it and scroll up and down and the windows will respond by first coming to foreground and respond, if its Music Player the volume can be increased or decreased and if it’s a browser and there is scope to scroll it will do so.
Wheel Here works with Windows 7 using the compatibility mode set to Windows XP. You can download it from here.