<testominal>
Since the multiple document interface was created, back in AutoCAD 2000, I've been using DocBar to switch between drawings. It is a floating or dockable toolbar that contains thumbnail previews of opened drawings.
There's a free version that works on AutoCAD 2k through 2k4. For A2k5 and newer, there is a enhanced version of DocBar that requires a license for a moderate fee. We are using were I work and it really pays for itself. It has really spoiled me and I can't use AutoCAD without it.
</testominal>