I'm running Lion and have the Mission Control prefs set to switch to the space that contains an open window for a chosen application.
If I only have the Contacts window open for Adium, in a dedicated space, and from another space then switch to Adium, I notice this doesn't take me to the space that has Adium in it. Adium comes to the foreground but I remain in my current space. I would have expected to get taken to the Adium space by virtue of having the contacts window open.
Note that if I have a Chat window open in the Adium space, then Mission Control works fine - I get flipped over to the space to which Adium has been assigned.
Hope this makes sense.