Here’s a really simple Spaces tip that works in both OS X 10.5 and 10.6. As best as I can tell, this isn’t documented anywhere in the help files. If you use windows from the same application in multiple Spaces (for instance, three Safari windows in three separate Spaces), switching between them can be done in a number of ways.
You can switch to the space directly (F8, Control-arrow keys, or Control-number keys), or you can use the Dock’s contextual menu for the application to select one of the open windows. In 10.6, you can click-and-hold on the application’s Dock icon and use Dock Exposé to select the window you’d like to see.
Here’s one more—super simple—method to add to your window switching tool kit: just click on the application’s Dock icon. Don’t click-and-hold, don’t Control-click, just click. If the app in question is already frontmost, each click will move to the next Space containing a window from that application. If the selected app is in the background, the first click will bring any windows in the current Space to the foreground, and then subsequent clicks will begin cycling through the open windows in each Space.
Depending on your usage preferences, you may find this method simpler than some of the others.