I drag apps from screen to screen all the time, have apps with multiple windows displayed on different screens, and sometimes have apps span screens.
I already have more games that I have time to play, so if an app doesn't work I'm happy to skip it. A separate issue I've noticed with some of these games is that they don't play nicely in other ways either. For example Oilrush prevents Alt-Tab from working and swallows volume changes via keyboard. Having to exit the game just to change system volume or look at an IM window is beyond annoying.
Then you are using xinerama. Without xinerama the heads are completely separate and can have different resolutions and bit depths. With Gnome, text can be copied and pasted between them but not much else.
Apps are on either one head/screen or the other, not both. Firefox can be started on one but will refuse to start on the other as it detects an existing instance. If I want it on the other head I have to close it on the first. If I want it on both heads I have to create a separate profile.
With Gnome (Ubuntu 10.04, Lucid Lynx) there are separate panels and menus on each head.
While this obviously has many limitations the main advantage is that full-screen applications, especially old Loki games, are forced to a single monitor.
xorg.conf:
Section "ServerFlags"
Option "Xinerama" "off"
EndSection