I've been wanting something like this ever since Spaces was introduced, and SpaceSuit almost fills the bill. Almost.
A problem for me is that when I change to a different space, the system keeps track of the application that's frontmost. When I return to that space, the system brings that app to the front.
This is not my experience with SpaceSuit. I use DragThing, and with SpaceSuit running almost every time I return to a space, DragThing is at the front. Also, the desktop icons tend to be hidden until I select Finder.
If these quirks can be fixed then SpaceSuit will be great.
SpaceSuit
Set a different desktop picture for each Space.
Version: 1.1