Where's the taskbar in Mac OSX?

First thing I couldn't believe is that there's NO TASKBAR!

I find that really strange. Don't quite understand how Mac people work without one. My brother doesn't seem to be bothered by this. I just don't like the way you can't see what's running at all times. Especially since OSX often just closes windows and doesn't always quit the program.
(How many times have I found the print manager service still running in the background!)

I've been told about Alt-Tab (which is handy) but it doesn't let me see all the windows that I'm using, only one window for each program. I usually have 10-15 windows open at a time, and like to be able to click between them. (I've tried Witch, but don't like that)

I've settled on Fantasktik which is not bad. It gives me a taskbar across my screen that shows me everything that is running. I can click for direct access to a window (not just the program), and I get a preview when I hover over it. The latest version let's me right click and close the window too. It's become my most used utility.

But it can't be docked to the side, only the top or bottom. In Windows I run with the taskbar down the side to give me more room to stack up the icons, allowing 20-25 icons between which I can easily click. Also fantasktik won't let you rearrange the icons. Once they're open, they're stuck, and the windows are all grouped with the other windows of the same program. Windows (with an add on for Vista/XP or natively in Win7) will let me drag and rearrange my icon order.

Still Fantasktik was my first purchased application, and the one I use everytime I'm at my Mac.