Issue with floating windows and Spaces
Unfortunately, I don't think there is a general solution to this problem. I think each application can behave slightly differently with spaces - either by design, or because the developers haven't configured things properly.

This thread suggests that an earlier version of Maya works better with spaces, for example, while others report that the current version works fine.

However, from my experience with different applications on Leopard, Snow Leopard and Lion, each application can behave differently. I also know that (at least prior to Lion), developers could instruct different windows to do different things when switching spaces.

My best recommendation would be to contact the developers of these applications, and suggest a better way of handling certain windows. You should also check through the application's preferences beforehand, as some applications may allow you to customise the behaviour.