Initially, I wasn't too enthused about Leopard's Spaces. Originally I tried using with the Command keys, then the arrow keys and even the menu icon, but it seemed a little more trouble than it was worth. Then I found a combination that, for me, completely improved my productivity.
First, set the Mac Mighty Mouse scroll button (System Preferences » Keyboard & Mouse » Mouse » Scroll Button) so that when it is pressed (not scrolled), it will initiate Spaces. Then set Exposé to activate when you go to a corner of the screen -- I use the bottom-right corner (System Preferences » Exposé & Spaces » Exposé » Active Screen Corners).
Now when you are working, use a separate Spaces window for each category of your major activities (such as a window for internet and mail; a window for Photoshop; a window for Deamweaver; and a window just for sorting files in the Finder). To swap windows, just press the scroll button to jump to the window you want to use.
If you slide your mouse over to the corner of the screen to reveal Exposé first, and then click the scroll button, all your windows will reveal themselves in the Exposé windows format. Then while in Exposé format and the Spaces layout, you can click and drag any application or Finder window from one Spaces window to another, making it very easy to reorganize your Spaces categories.
All this without ever lifting your hand off the mouse!
[robg adds: While I generally prefer the keyboard to the mouse, in this case, the mouse works better -- at least when I need to rearrange windows in Spaces, as you can't easily do that via the keyboard.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090419172502616