I find the "application > window" hierarchy breaks horribly Spaces: if you have two windows of the same application in two different spaces (for example, two terminals or two finders) and you focus one window in one space, you go to the other space where the other window was in background and you find it in foreground.

Because of this nuisance I never managed to get used to Spaces.

There are at least three applications where different windows are "morally" different applications: Terminal, Finder and web browser. I should be able to focus individual windows without bringing to foreground the whole application.