If you want it to behave like Windows, the only real answer is to simply use Windows. I know that sounds flippant, but you cannot use one operating system and expect to be able to pick and choose it's behaviour based on your personal preferences of other systems.
The maximise paradigm simply doesn't work on Macs, where the ideal is that the function is to set the window size to best fit the content rather than the screen. The point being that the content is what is important, and that stays the same regardless of if you are on a 11" laptop screen or a 27" desktop behemoth. Now we all know that this isn't always properly implemented, but we also know that it is the developers prerogative to do the implementation, it's not a failing in the OS, and given a choice of "one size fits all full screen" that always does the same thing, or intelligent (when the developer adds it) maximising to meet the needs of the content, then I prefer the existing system.
If maximise as per the Windows system makes sense for a given app (bearing in mind that for many, I would say most, it simply does not), then you really want to be looking into the Full Screen options that are provided from Lion onwards, which are further improved upon in Mountain Lion for external displays etc, as this will provide you with exactly what you need, you just have to use another icon. If your app does not support this yet, then there are a number of workarounds like this one for the time being.
You can use an app called witch.
http://manytricks.com/witch/
It allows cmd+` switching using MRU order and a popup overlay similar to the default cmd+tab overlay. You can also, optionally, show window previews and many other customizations.
Best Answer
Unfortunately, there is no such option available on Mac OS.
Nevertheless the application switcher always appears on the same screen on which the Dock is.
If you use OS X Yosemite or newer and have the option "Displays have seperate spaces" enabled in your system settings, you can move your mouse pointer all the way down to the bottom of one of your displays and the Dock will appear on this screen. This is the only way I know to select on which display the application switcher shows up.