I work with Xfmedia docked to the right side of my screen. Unfortunately, even if I set the main Xfmedia window to stick across workspaces the couple pixel "hidden" window doesn't become sticky.

I don't know off hand if Xfmedia should have a preference for this or if it should just do the right thing if the window is set sticky - I suppose the former is better UI, the later is good for consistency.