This very useful new feature of Expose and the Dock was missed by many who upgraded to Snow Leopard. If you want to see all the windows of a running application, just click and hold on its icon in the Dock. After a second, Expose will activate and show you the windows of that application. Then just click on a window to bring it to the front. Or, click again on the icon to return to how you were.
Related: Find a Window With the Dock, Minimize Windows into Application Icon, Dock Access To Application Windows, Expose Sorting, Mission Control in Lion vs. Expose and Spaces.
