If you are using Mac OS X tiger you might want to setup "Hot Corners" I have mine setup and they were hard to get used to at first but they became very useful and I cant stand to use a compute without them.
my setup currently is:
top left = dashboard
bottom left = desktop
top right = all windows of current app
bottom right = all windows (same as f9)
you can set them up by going to SYSTEM PREFERENCES
then click DASHBOARD AND EXPOSÉ
then from thier you can set your hot corners and hotkeys.
also quick tip- if you hold shift then press f9 (so SHIFT+F9) it will ease the seperation of the windows. and thats (fn+SHIFT+F9 on a laptop)
*EDIT* Also to respond to the origonal post. You can use these hot corners and F9 to drag and drop. Just start dragging what ever you want to drop, then move the mouse over to the hot corner. hold your mouse over the window you want to drop it in for a few seconds without moving it (ther will be a "do not enter" type icon, dont worry just ignore it) and it will blink and that app will come to the front, then as soon as you see the little (+) icon you can drop it.*EDIT*