The gnome-terminal application lets you open multiple tabs. I typically have Vim in one, gdb in another, and so on. Here's a screenshot of my exciting development environment!
In versions of Gnome prior to Ubuntu 9.04 cycling the currently selected tab didn't wrap around at the edges. If you pressed the "go to next tab to the right" key combination when on the right-most tab (mapped to shift-right here), it did nothing. But in the latest Ubuntu release it wraps irritatingly to the left-most tab. This is pretty confusing and there's no way to disable it. According to the Ubuntu wiki this is a desirable feature.
Any ideas how to disable wrapping using some hidden gconf option or something? I could probably just download the source and patch out the wraparound, but there must be an easier way.