Sorry Kevin, I had intended to answer you;

I have seen some weird behavior in this regard, but for the most part my apps do stick to the desktops that I assign them to. I have noticed that if I interact with any of the desktops on a reboot BEFORE Lion has FULLY launched and FULLY readied ALL the desktops, sometimes an app will lose track of which desktop it wad originally stuck to. This is a bug which I have submitted to Apple.
John