The 10.5.2 version of OS X has a new preferences command for Spaces although tt’s hidden and not available through the System Preferences.
What it does is allow one to Command-Tab to the app you want and create a new window in the current space. No more switching to the space that the app was originally launched in.
Here’s the terminal command:
defaults write com.apple.Dock workspaces-auto-swoosh -bool NO
Then just restart the dock using:
If you need to back out your changes just change the first command from NO to a YES then restart the Dock once more.