CMD-TAB to Finder in a different space and the focus will always bet set to the Desktop. As a result, keyboard interaction is impossible until the Finder window is focused with CMD-` (backtick) or clicked in.
If Finder is fullscreen (OSX 10.9+), the window looks focused but isn't. All keyboard interaction is sent to the Desktop: SPACE will quicklook over the fullscreen Finder window whatever file/folder is highlighted, even though you can't see them.
This was in 10.8 at least. It's really frustrating having to hit an extra keyboard toggle just so I can keep using the keyboard on the window that was meant to be focused.
Best Answer
The same thing happens to me in 10.8.
If you hold option before releasing command in the application switcher, the Finder window (and not the window of the desktop) gets focus.
Holding option makes the application switcher "reopen" the application, so that if for example the application has no default windows (like a file browser window in Finder), a default window is reopened.
You could also consider using other methods than command-tab to focus Finder, like assign a keyboard shortcut for focusing Finder or use Alfred.