The menu bar is part of a hierarchy of application > window, rather than window = application instance. Because of this, the self-contained application window is a bitch to deal with when using different windows across different applications. I have to use Dreamweaver due a bunch of pre-written macros. I can't ever, ever, ever take a tab out of Dreamweaver and pair it with a specific preview firefox window (at least under Windows).

That's not to say that the Mac's window model is without fault. But, it is much easier to patch to one's liking: http://manytricks.com/witch/