Set which Desktop Applications will Open on Mac OSX Lion

The Mac introduced the concept of using multiple "Desktops" (previously called "Spaces") using Lion's Mission Control application. Using Mission Control, you can specify which desktop applications will automatically open in which desktops by default.

To set your preferences, select and right-click (or ctrl+click or two-finger click) on an application in the Dock, then select the "Options" menu in the resulting pop-over.