Today I noticed that you can force Spaces to move windows to another Space while retaining their relative position on the screen. To do so, open the Spaces overview (F8 by default), and hold the Command key while dragging a window to another Space.
I found this by accident and don't think it's that useful, but perhaps you will...
[robg adds: This was mentioned in a comment to this hint, but I thought it worth sharing as a real hint. In testing it, the behavior varies between programs with one window (iCal) and those with many windows (iChat, Safari, whatever). If a program has but one window, then Command (or Shift or Control) will move it while retaining its location. If a program has multiple windows, any of those keys will move all of that program's windows while retaining their positions. I couldn't, in fact, find a way to move all windows of a program to another Space without retaining their positions -- I had to manually move them within the new Space (again, while holding any of those keys so that all windows moved) to change their position.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090416052358582