Apple - How to move window to different desktop via keyboard in Lion?

Pressing the shortcuts for changing desktops while dragging a window should still work, but the shortcuts have to be enabled in System Preferences.

SizeUp supports for example assigning ⌃⇧→ to moving a window to the next desktop.

Here is a mouse-less solution, using BetterTouchTool. You can assign a keyboard shortcuts to move the windows across desktops. In my case I use ctrl+shift+arrow.

You can also (without modifying system settings) click and hold the window, hold down the control button, and drag to the edge of the screen.