I recently wrote about the eXtra Buttons utility that can be used to keep on top, minimize to tray and apply other tricks on any window. But, if you use Dexpot as your virtual desktop manager, it turns out that it can do all these tricks in its recent version.
To apply any of these tricks, just right-click on the window titlebar, choose Dexpot and the trick you want.
The one that I almost use all the time is Always on top. This is very useful to keep a VLC window playing videos or some text file in the right bottom while working on other windows.
Minimize to tray is useful when I want an application running in the background, but not have it grab any of the real estate on the taskbar. This means that I can instantly add the minimize to tray functionality to any application that does not have it built in.
Roll up, maximize horizontally and vertically are not very useful to me.
The transparency trick is sometimes useful to keep a PowerShell window on the top, while not losing sight of the windows underneath.