You can use AppleScript to create a new message in a new, non-modal window, however, the window will be placed in one of your Desktop spaces, not in Mail's fullscreen space. You can save each of these as an application and access them through the Dock or the Script menu in the menu bar (enabled in AppleScript Editor's prefs).
New Message
tell application "Mail"
make new outgoing message with properties {visible:true}
activate
end tell
Reply to Sender
tell application "Mail"
set theMessage to item 1 of (selection as list)
reply theMessage with opening window
activate
end tell
Reply to All
tell application "Mail"
set theMessage to item 1 of (selection as list)
reply theMessage with opening window and reply to all
activate
end tell
If you need to have the message viewer showing behind your message (e.g. to be able to copy something from an open email), then you can add the following lines to these scripts, immediately after the tell application "Mail" line:
set theMessage to selected messages of message viewer 1
set theMailBox to selected mailboxes of message viewer 1
set newViewer to make new message viewer
set selected mailboxes of newViewer to theMailBox
set selected messages of newViewer to theMessage
delay 1
This will create a new non-fullscreen mail viewer window, leaving the fullscreen window where it is. Then, after you send your message, you can simply close this new viewer.
Note: Depending on how quickly the new viewer opens, you may need to adjust the delay number. This delay (in seconds) allows the new viewer window enough time to finish opening before the script continues. If your machine is fast enough, you may be able to delete that line altogether.
You can't. Fullscreen Mode in Lion moves the given window to its own Space to be presented full-screen. Any other window created by the same application defaults to the Primary ("Desktop") Space.
An obvious workaround while browsing in Safari is to open new pages in tabs rather than windows, but that doesn't apply to the Preferences (or any other app-) window.
Best Answer
As mentioned here you can use a trackpad gesture to move a little to the other space (just enough to make the black inter-space bar visible) and then use a keyboard shortcut to open the current e-mail (Cmd-O) or create a new one (Cmd-N). You will get a normal new window which can then be dragged to any space you want.