See the options under Window -> Select Split Pane (which also gives you their keyboard shortcuts) from the menu-bar.

You can customise them locally (per-profile) or globally via the preferences as well.

Cmd-[ and Cmd-] navigate split panes in chronological order. Cmd-Opt-Arrow keys navigate through space.

I find turning on 'focus-follows-mouse' to be a great asset. Then I just hover over the pane I want.

Cmd+Opt+Arrow keys