OSX cmd+tab behavior with multiple windows & monitors
System prefs > Mission Control... uncheck 'Displays have separate Spaces'
That would be my prime suspect. I switched that one off the day it appeared in the OS.

From comments, that will disable the ability to move the menu bar &amp; dock to each screen on an ad-hoc basis, though - which may be best asked as a separate question requesting a possible 3rd party solution, as I know of no way to do that natively.