By default there are two panels - one with buttons of active applications, and one with favorite shortcuts. Is it possible to somehow make one panel, where shortcuts will be placed, and in the same time they will server as 'window buttons', in Windows Aero/Ubuntu Unity/Gnome 3 style?
Yep. Combining both the panels atleast is good. You can follow the steps here: http://www.pcworld.com/article/2028896/how-to-make-ubuntu-linux-look-like-windows-7.html