Know how many windows are open for an app at a glance
I would say the quickest way is to right click/ctrl-click/hold down on the dock icon. This opens a menu, where you can see all the open windows, even those in full screen, which do not appear in App Exposé. As this menu can grow to be quite long, you want to look for the section with the icon  on each line, and a tick next to one of the elements. The number of times this icon appears represents the number of windows of this app currently open.

Here are two examples of this menu for different apps:

Terminal (2 windows open)



Pages (3 windows open)