The thing is right ... I use linux regularly, and I use the windows port of the *NIX window manager BlackBox on windows ... and they both have multiple desktops ... and I hardly ever use them.
Sometimes (very rarely) on Linux, when I'm coding something for a project, I find it useful to have Emacs open on one screen, XChat open on another, and the references on a third, but this only happens when I'm working with an interpreted language like LISP or python and I have so many files and interpreter windows open in Emacs i need it full-screen ... but to be perfectly honest, I find alt-tabbing and/or exposè clones to be far more efficient workflow-wise.
Multiple desktops only really improve your workflow if you command it with the keyboard, and in that case, you really oughto look into a tiling WM of some sort.