In Emacs, C-x o takes me to the next window.
What keyboard macro takes me to the previous window in Emacs?
Personally I prefer to use window-number.el
To select a different window, use Ctrl-x, Ctrl-j n
Where n is the number of the window, the modeline of each window shows it's number, as shown in the screenshot.

Just download window-number.el, place it in your emacs load-path and use the following in your .emacs
(autoload 'window-number-mode "window-number"
"A global minor mode that enables selection of windows according to
numbers with the C-x C-j prefix. Another mode,
`window-number-meta-mode' enables the use of the M- prefix."
t)
There's another similar mode called switch-window.el which gives you big numbers in the windows... (pressing the number switches the window and reverts the display.)
(source: tapoueh.org)