Is there a separate window picker software (like the one in Compiz or
Present Window in KDE4) ? I'm running xfce4
Do you mean: is there another software besides KWIN or Compiz that can be used for openGL features in xfce4?
Well, why not use KWIN as your window manager in xfce4?
You will find that KWIN works very smoothly in Xfce