This behavior is described in Apple's pitch about Exposé but I didn't catch it until after I'd seen it in action. I think it deserves a little more attention.
At some point, when you have a bunch of windows open in a bunch of applications, hit F9 to activate exposé. Then use Alt-tab. Exposé remains active but the windows displayed narrow to only those for the application you've just tabbed to. Now tab to a different application and watch that app's windows take center stage. Nice touch, Apple!
Looks like I may no longer need the screen grooming habits that I've developed over the years. :)