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To jump straight to a specific setting, use the Settings option with the new Search. If you press Windows key plus W (think "Windows settings"), you get to this screen, with the correct option already selected.
The Windows 8 Customer Preview includes a new program switcher that appears along the left side of the screen, you can use the mouse to access it (aim at either corner on the left side, then move the mouse toward the center of the screen.
It's easier, though, to use the Windows key + Tab shortcut. Note that the new program switcher treats the desktop as if it were a single app. It does not show individual desktop programs. The next screen shows you the alternative.
The Alt + Tab keyboard shortcut has been around forever, and it still works in Windows 8.
When you hold down the Alt key and tap Tab, you cycle between all open programs. Note that the list of running programs shown here includes desktop programs and Metro style programs, without discriminating. Keep holding down Alt and tapping Tab to move between programs. When you reach the one you want to use, release the Alt key to switch.