Expose is a pain if you have a ton of windows open. The get so small that you have no choice but to mouse over each one to see what it is. The Taskbar has small tumbnails, but its at least organized by app instead of just pushed all around the screen and hovering over a thumbnail shows the window full-size. I didnt mind the dock/expose for a while, then i tried windows 7 and realized just how clumsy window management in osx really is. Everything just kind of floats around.
I use Spaces to define tasks and groups of tasks and use expose all application windows. Yeah, if I were running every app in one desktop and didn't use the application specific expose, I would have the problem you described but it's a non issue for me.
I keep saying this but I don't think people really understand that OS X and Windows have a fundamentally different application windowing paradigm and because of that, the better application and window switching system for each will not be the same.