<p>In Emacs, <kbd>C-x o</kbd> takes me to the next window.</p>

<p>What keyboard macro takes me to the previous window in Emacs?</p>

That'd be
C-- C-x o
In other words,
C-x o
with an argument of -1. You can specify how many windows to move by inserting a numeric argument between
C-u
and the command, as in
C-u 2 C-x o
. (
C--
is a shortcut for
C-u - 1
)