Xfwm4's tabwin/window cycling looks a bit old-school today, a refresh of its look and the possibility to theme it would be desirable.
If you wanna test this branch, pull and build it. You need libxfce4ui from git-master installed as well. As an addon, you can pull the Greybird-theme with some tweaks that make the tabwin look like on the screenshot above: https://github.com/shimmerproject/Greybird/tree/ochosi/tabwin
This is pretty obvious, I guess.