Command+Tab doesn't switch between full-screen apps

If I put iCal.app or Mail.app or iPhoto.app in full-screen mode, I'm unable to access those apps via Command+Tab from my main desktop interface. This seems like an oversight.

What's also puzzling is that if I manually switch to one of the full-screen apps (via clicking on its dock icon) and then use Command+Tab, I'm able to switch between that full-screen app and any other full-screen apps via Command+Tab, but as soon as I switch to a non-full-screen app, then I'm unable to return to a full-screen app via Command+Tab.

Is there a preference setting I'm missing?

Yes - Go to System Preferences / Mission Control and tick "When switching to an application ..."