Here is a problem that has been driving me crazy that I have finally fixed.

Lets say I am using Evernote (although it could be any full screen app under Lion). I create a new note by clicking the appropriate button and I am immediately sent back to my first desktop away from Evernote and the new window. Most frustrating.

I have to manually select the new window and even then sometimes I am thrown back to the first app.

The problem is a hidden setting left over from my old Snow Leopard use of Spaces. Evernote (or whichever app you use) is set to open new windows in Desktop One.

To fix the problem ALT right click the icon in the dock and select Options > Assign To > None.

When you restart the application the problem will be fixed.

Hope that helps!