Spaces is one of those features of OS X that I use regularly, but not for the reasons advertised on the Apple website. Instead of being an active part of the workflow that keeps tasks separate (ie, games, email and web, word processing, etc), I end up using spaces as a substitute for Expose and utilize it to quickly move windows out of the way to access my desktop or just clear the screen when I get up from my computer. There are a number of uses for Spaces, but regardless of how you use the feature here are some tips that may make Spaces more convenient.
The most convenient aspect of spaces for me is the hot corners. I have the top-right corner set to activate spaces, so it's easy to switch to an empty desktop if needed. Granted the top-right corner probably isnt the best choice since when activating the menus I sometimes inadvertently activate Spaces, but for the most part it works great. These can be set up in the "Expose and Spaces" system preferences.
Drag window to screen edge to switch spaces
This is another one of those features of Spaces which is useful, but can sometimes be annoying when inadvertently activated. When dragging a window, to move it to another space you can hold the cursor to the edge of a screen and the adjacent space will become active after a few minutes. For me this has only been useful when running a small number of spaces (ie, 2 or 4 at the most) where you do not have to travel more than once to get to the space you desire.
Move a window to a new space with shortcuts
An alternative to holding a window to the side of a screen is to click and hold the title bar and then jump to a space of your choice using a hotkey (control-Number, or control-arrows). Despite the convenience of this (especially for those who use more than 4 spaces), it may be awkward to do for some computers such as MacBooks which have the control and arrow keys on the opposite side of the keyboard.
Hotkey space switching
With regards to moving windows around to different spaces with this shortcut, it's worth mentioning that the "control-Number" shortcut is quite convenient as well; however, it is limited to 10 spaces (1 through 9, with 0 being the key for the tenth space) so any double-digit numbers cannot be navigated to directly with the keyboard. Instead, you will have to go to Space 10 and then use the arrows to navigate further. The specific key combination can be changed in the "Expose and Spaces" system preferences.
Add apps to "every" space
This has been a feature from the beginning, but not one that's been discussed much. I use many applications and have Finder windows open to grab documents from; however, many times I'd like to switch to the Finder without all the other applications present in the background. There are ways to do this, including command-Tab or using the Dock to select the Finder and hide other applications, but a convenient alternative (without having to deal with hiding and showing apps) is to set the Finder to show in all spaces, and when you move to an empty desktop the Finder will move with you. To set this up, go to the "Expose and Spaces" system preferences and add "Finder" to the list of applications. Then select "every space" from the drop-down menu instead of a specific one.
Do you have any unique ways you use Spaces, Expose, or other system components? Post them in the comments below; I'd like to hear about them.