As you probably know, most OS X programs will run without any open windows—close the last window, and the program keeps running. If you switch to that program by clicking its Dock icon, a new window will appear, ready for your use. But if you use the Command-Tab application switcher, the program will activate without opening a new window. You then have to press Command-N to open a new window in the application.
Here’s a trick you can use—in OS X 10.5 only—to force the application switcher to open a new window when you activate an application without any active windows. Let’s say you’ve launched Safari, browsed for a bit, then closed your last browser window. You’ve switched over to TextEdit for a bit, but now want to go check a Web page. To activate Safari with a new window, just press Command-Tab until Safari is highlighted in the application switcher. Still holding down the Command key, press and hold the Option key. Finally, release the Command key first, and then the Option key, and Safari will spring to the foreground with a new window, all ready for your use. (If the program already has an open window, this trick won’t open a second window; instead, the already-opened window will be active when you switch.)
If the program you’re switching to has a docked window—but no other open windows—this trick will spring that window free from the Dock. This is a handy way to free docked windows without relying on the mouse or navigating the Dock via keyboard shortcuts and arrow keys.
Note that this trick may not work on every application. The good news is that it’s quick and easy to test it yourself with your regularly-used programs.