It depends where they're going to be used. Not using spaces in unix user names makes sense for the same reason it makes sense not to use them in unix filenames - they're a pain to type at the command line. That said, unix does allow spaces in user names as well as in filenames.
I can see no reason for things like web apps not to allow spaces.
Actually the thing that annoys me most is web apps not allowing @ in user names. When it's something with millions of users the chances of a name I really want being available is small, so I like to use my email address which at least is guaranteed to be unique.
