I just discovered that you can quickly jump between an application's windows in multiple Spaces by repeatedly pressing its Dock icon. The first click will activate the application, and then each subsequent click will jump to a different Space that contains a window from that application. This works if you don't have the "When switching to an application, switch to a space with open windows for the application" checked in Spaces' settings panel.
[robg adds: When I tested this (it works in both 10.5 and 10.6), it didn't seem to matter whether or not the "When switching to an application..." preference was set or not; it worked with it enabled or disabled.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090924094340104