With current practices (at least with WPF and Silverlight) we see views bound via command bindings in the view model or we at least see view events handled in view models. This
I consider many of the current practices around MVVM violate SPR (at least). This is yet another situation where simply adding controllers back to MVVM would solve all the problems cleanly. I call it MVCVM :)
The pattern we are using successfully on all recent projects is to register controllers only, in modules, and initialise them at startup. The controllers are very light/slim and the only thing that needs to hang around for the life of the app listening for, or sending, messages. In their initialise methods they then register anything they need to own (views and viewmodels etc). This lightweight logic-only-in-memory pattern makes for slimmer apps too (e.g. better for WP7).
The problem with just using VMs, as you have found, is that eventually you hit cases where they need to know about views, or commands, or other stuff no self-respecting ViewModel should be involved with!
The basic rules we follow are:
The last two points are the ones you should never break or separation of concerns goes out the window.
Simply adding controllers back into the MVVM mix seems to solve all the problems we have found. MVVM is a good thing, but why did they not include controllers? (but this is of course just my opinion) :)