I'm looking for some kind of persistent "alt-tab" window, which woul allow to see miniatures of active windows, as the Alt+Tab shortcut does (but can't be always shown AFAIK).
Some ideas or cool apps ?
Try Tiles from StarDock. (free version has the requested feature)
With Tiles you can quickly view and manage your running applications by simply looking to the edge of your screen.
Use VistaSwitcher which pimps up Win+Tab. It is free and work for Vista and Windows 7.