'Cmd+tab'ing thru applications in separate desktops auto groups those desktops together. So if I have Chrome in Desktop 1, Photoshop in Desktop 2, Spotify in Desktop 3 and Coda in Desktop 4, if I cmd+tab from Coda to Photoshop, they are grouped and the desktops are ordered 1, 3, 2, 4. But a simple drag to re-order would be nice. I'd be surprised if that's not coming.