On a desktop, Alt-tab lets you scroll through all your open programs. We've been X-ing closed whatever's on top to get to the open application we want, but this generates confusion over when you're genuinely closing something and when you're more-or-less minimizing it.

Instead of the dreaded X in the right-hand corner, we've starting using Start-->Today to take us back to the home screen, from which we can either launch an application or return to one that's already open.

This is also a convenient way to leave open everything you're working on but still lock the device when you hop in the car or toss it in your pocket. Be sure "device lock" is on your Today screen, and then just tap it and unlock when you're ready to resume.