Is this with touch only or with keyboard/mouse? If you have a keyboard, note the normal keyboard shortcuts for getting around in Windows still work everywhere, even if you're on the start screen or in a Metro style app. You can alt-tab to see thumbnails of all your windows (both desktop and Metro style, and the Aero Peek previews on mouseover still work for both), use win-D to go directly to the desktop or win-T to the taskbar, and even the win-[number] shortcuts for starting/switching to programs pinned to your taskbar still work everywhere, even when the taskbar isn't visible.
About the swipe from the left thing ... if you're using a mouse, you don't actually have to swipe/drag at all to cycle through the top-level windows, you can just throw the pointer to the left side of the screen then click, click, click.
Also, for sharing data between Metro style apps I think the Share/Picker contracts are ultimately intended as the preferred way.