For instance floating panels and main window in Gimp are independent windows. If I change focus to a full window (e.g. Firefox by doing Alt-Shift) and go back to the main Gimp window I don't get back the floating panels also (I have to change to them as well in order to see them). It would be great if the 3 windows can be "tied" (or linked) together in order that they don't get lost behind other open windows when I change back to (make active window) any of them? I think this configuration (if it exists) should show itself more obviously in the gnome environment.
This question seems to address the same problem but it doesn't seem to be accurately answered.
This is actually window-manager dependent (read more here), but the GIMP devs did try to workaround the problem by offering a "transient dock" method in the 2.5 series. When 2.6 was released, the option was removed for some reason, but this thread indicates that you can still activate the functionality if you need it.
The easiest workaround though seems to be "use compiz" (in other words, turn on Visual Effects in system-->preferences-->appearance. I've tested it just now and with compiz, the docks magically restore themselves in line with the main window. They also don't appear in the alt-tab list as an option you can use - only the main window. Something to do with this option in Gimp-->Edit-->Preferences, Windows Management tab :