How can I use command+tab to switch between windows of the same app in addition to all the other apps?
What you are trying to achieve is not provided by OS X and I don't know if a third-party application would be able to interfere this deeply in the window management.

You have two options:


(&#x21E7; +) &#x2318;+&#x2192; to switch between apps
(&#x21E7; +) &#x2318;+` to switch between windows of one app in one desktop


Option two is configurable in System Preferences &#x2192; Keyboard &#x2192; Keyboard &amp; Text Input &#x2192; Move focus to next Window.

You can still achieve something similar to what you have in Ubuntu by using Mission Control and not choosing the option Group windows by applications in: System Preferences &#x2192; Mission Control &#x2192; Group windows by applications

Then define a gesture to use initiate Mission Control for all individual Windows in: 
System Preferences &#x2192; Trackpad &#x2192; More Gestures &#x2192; Mission Control

Note that there is also an option for App Exposé which is like Mission Control for just one application.