From a SO question I found out that Ctrl + Shift + Alt + Arrow can move windows to another workspace.
Is there a way of doing that with the mouse?
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You can always right-click the title bar of a window and select one of the following options.
Move to Workspace Right
This will move the window to the workspace on the right.
Move to Workspace Left
This will move it to the workspace on the left. In my case, it is down due to Unity's workspace setup.
Move to Another Workspace and select the workspace you want the window to switch to
This will move it to the selected workspace.
From 11.04 on you can move the windows to another workspace when invoking the Expose mode in Unity by doing one of the following
Clicking on the
Workspace Switcher icon in the launcher
Hitting Super + S
Now you only have to drag the window to the desired workspace.
Some applications (Google Chrome and Qt based programs) the normal right click does not show the move to choices but alt-right-click does.
Also, if you want a bit more control over the whole affair: you can install CCSM
apt-get install compizconfig-settings-manager
from here you can assign your own short cuts.