Multiple-desktop-ery is allegedly a somewhat standard feature of Linux desktops; here on Windows, however, it's incredibly cool. Two desktop multifiers for Windows that I've recently used are DoubleDesktop (http://www.fatfreesoft.com/) and VirtuaWin (http://virtuawin.sf.net/).
DoubleDesktop, as the name aptly suggests, doubles your desktop's width; windows can span desktops and there's a nice, simple switching arrow icon in the system tray.
VirtuaWin doesn't allow windows to span desktop, but it does pretty much everything else. You can have up to nine desktops (or up to several tens of thousands if you fancy editing config files), in any rectangular arrangement you like. To switch desktops, you just move the mouse and keep going; or, if you prefer, you can require one of Alt, Ctrl and Shift to be pressed; you can specify a delay of up to four seconds to prevent accidental switchage. You can cycle through desktops, move to the next desktop in a given direction, and switch straight to a specific desktop, using configurable keypresses.
Other than the lack of desktop spanning (which is pretty fun), VirtuaWin's pretty damn good. And it's open source.