Alternative approaches include "Force Quit" from the Apple menu. Control-click on the dock icon then, "Quit" or "Force Quit", whichever appears. Quit and Force Quit a selected process from Activity monitor (Utilities folder).
And of course, the Force Quit dialog box isn't really a task manager in the Windows sense; all you can do there is nuke the running apps. The real task manager is the Activity Monitor found in Utilities. But there's no key combination by default to bring that up.