If you activate the all windows view of exposé with your keyboard or mouse, you do not need to click on the window of your choice, but simply place your mouse on top of the window and press the keyboard or mouse shortcut again.

Now I hear you ask, what is the use when surely it is just as convenient to click the window seen as you place your mouse on it anyway? And truthfully, when activating all windows from the keyboard, it isn't too useful.

However, in case you have set up one of your mouse buttons to view all windows it becomes useful, because usually clicking the same button twice requires actually less effort than clicking two different buttons in sequence.

[robg adds: This works in both 10.4 and 10.5.]