Spaces makes dialogs disappear
A bit better of a workaround is to hide the app with the dialog, then showing it again. That typically puts the dialog on top of the z axis, I noticed. Still annoying. The OS-X window manager is the worst PoS I've ever worked with. And just because Steve "believes" in the 1983 Mac window policy...
I've reported this bug at the Genius Bar at my local apple store, where I was told it was a known issue, to which they had no good solutions. I wish they would fix it. :(
The best I've come up with so far, and it's risky, is to use apple script to tell the application in question to quit. That causes another modal dialog to pop up, and when I dismiss that one, the one that first came up shows up next. The risk is that the app will just quit. (It might also just ignore it... results seem to vary by application.)
To tell an application to quit via Apple script do this from a terminal window on the same space as the application:
osascript -e "tell Application \"NameHere\" to quit"