I am using Mission Control to help manage my various Desktops. Each time I request a new window for an app, the new window will open in the Desktop where the last instance of app was used. I want the new window to open in the active Desktop. Is this possible?
Yes - In the Mission Control preference pane make sure that the "When switching to an application, switch to a space with open windows for the application" option is unchecked.
Then for the app(s) you want to behave as in your post: right-click their dock icon and under the 'options' menu item select 'Assign to: None'.