Those who know me well know I'm a big fan of keyboard shortcuts. I could give a whole session on them (and perhaps someday will), so I want to share one that I learned and which is useful if using Eclipse, CFEclipse, or FusionDebug. While many know ctrl-tab will swap among windows in many programs, that doesn't work in Eclipse. Try ctrl-F6 instead, which will show a drop down list of open files and let you scroll forward through them. To go backwards in the list, use Shift-ctrl-f6. Cheers.
PS For other keyboard shortcuts I've shared, going beyond things related to CF, check out the category/tag on the topic at my other (older) blog, tipicalcharlie.com: http://www.tipicalcharlie.com/tags/?/keyboard%2Bshortcuts (domain gone, page recovered from Archive.org)
PPS The entry above on ctrl-f6 is just one more point to be made about looking at Eclipse as a whole when using either CFE or FD. Don't just focus on what those plug-ins add, but rather also on the built-in features of the Eclipse interface which may help you with day-to-day functionality.
Update: Since writing this in 2006, note the several comments below where people offered still more. And of course since then CFBuilder has come out, and with its built-in Aptana offers still more of them. Indeed, in a talk I did on hidden gems, I list other shortcuts for switching windows.