Whenever I use Window Previews Compiz plugin, the previews stay even once I have moved my mouse elsewhere, this happens in Gnome Classic and XFCE too. Any ideas how to solve this?
Compiz requires good hardware acceleration to work well, which generally means that you'll have to have a relatively recent graphics card. If your graphics card is an old Intel's accelerator, a VIA, or even an old Nvidia 4000/5000, consider either staying away from Compiz or upgrading to more modern hardware.
If you have a decent card, then something is probably misconfigured.