Grab Xcode 4. It's still beta and buggy but it's all one window and is pretty good IMO.

There's keyboard shortcuts for spaces. And CMD` to switch between windows in apps.

OS X isn't perfect, I switched from KDE 5 years ago. Eventually you start noticing all the little touches that mean it is—really—light years ahead of Linux desktop options.

It does have a lot of little "Apple" touches though that you'll just have to take with a LOL.