In Leopard and Snow Leopard, when you switched spaces, the desktop/icons/menu bar would remain still, but the windows, etc. would slide along.
I understand that this isn’t really a good solution for Lion onwards, since desktops may look different from space to space, but I’ve found that you get the same effect with the fade transition. But then having the windows fade in and out just feels off for me.
Ideally, I’d like to use a fade transition for the desktop and another one, probably slide or cube, for the windows.
Since this is purely aesthetic, this kind of thing probably wouldn’t be very high on the priority list ^^;; but it would still be a nice thing to have.