Hi all.
I've found an article that clarifies this spaces situation. Basically,
there's a new checkbox in the preferences for spaces.
When switching to an application, switch to a space with open windows
for the application”.
By default, this is checked, which keeps the situation the same as it
was in previous versions. If you uncheck it, though, command-tab works
differently. Basically, when you switch to a new app that *doesn't*
have an open window in the space you're in, it doesn't jump you to
another space.
For example, go to space one, open a document in textedit. Go to space
two and switch to text edit and that document shouldn't be there,
since it's in space one.
I haven't tried this yet, so I have no idea whether the window
switching commands work in these situations or what they do, but this
is my understanding of how it's supposed to work.
The article's at
http://daringfireball.net/2008/05/spaces