Assuming you have set unique base URL foreach website running on the same Magento installation all you need to switch between those websites is this little snippet.
Just paste it somewhere in your templates.

However, keep in mind that I only tested this to work for my own configuration.

Basicly, what this snippet does is redirect to website’s default store base url.

<!-- BEGIN website switcher -->
<select id="website-changer" onChange="document.location=this.options[selectedIndex].value">
< ?php
$websites = Mage::getModel('core/website')->getCollection();
foreach($websites as $website)
{
    $default_store = $website->getDefaultStore();
    $url_obj = new Mage_Core_Model_Url();
    $default_store_path = $url_obj->getBaseUrl(array('_store'=> $default_store->getCode()));
?>
    <option <?php if(strstr($this->helper('core/url')->getCurrentUrl(), $default_store_path)):?>selected="selected"< ?php endif; ?> value="< ?php echo $default_store_path ?>">< ?php echo $website->getName()?></option>
< ?php
}
?>
</select>
<!-- END website switcher -->

This code comes with apsolutely no warranty, however I wish somebody will find it usable.
If you have any questions, you can ask here.

EDIT: As always WP has some code formating issues, I hope that’s not a problem