When using my MacBook Pro's internal keyboard, I can use F3 to activate Mission Control, select a Desktop with Control+left or right arrow, then press F3 again to activate the selected Desktop. Sometimes I use an older Apple Extended Keyboard which doesn't support that use of F3, so default settings allow me to use Control+up arrow to activate Mission Control.
In that situation I can leave the Control key down during the process of activating Mission Control and selecting a Desktop (requiring Control+left or right arrow), but I have to release and press it again to use the Control+up arrow shortcut to activate the selected Desktop.
Although I might have expected the Esc key to cancel the selection of a different Desktop in Mission Control and activate the Desktop previously in use, I discovered that it instead activates the selected Desktop as well, regardless of other Mission Control key combination settings.
[crarko adds: This is more confusing to read than it is to do. The main point is that the Escape key will activate the selected Space.]

