In Ubuntu when you right click on a window, you get the option to keep it 'Always on Top'. This is incredibly useful sometimes when I want a window to take up the whole desktop (e.g. Internet Browser) but still want to see the information from another smaller window (e.g. A video/film). Using the Windows 7 snap to edge feature is very useful and I use it a lot but its not always what you want.
I find it annoying how some programs in Windows such as Media Player and Task Manager for example have Always on Top options and everything else doesnt. There must be some software to fix this.
An example of the feature in Ubuntu: