Setting up and deploying complex applications on a grid infrastructure is still challenging and the programming models are rapidly evolving. Efficiently exploiting grid parallelism is often not straight forward. In this paper, we report on the techniques used for deploying applications on the EGEE production grid through four experiments coming from completely different scientific areas: nuclear fusion, astrophysics and medical imaging. These applications have in common the need for manipulating huge amounts of data and all are computationally intensive. All the cases studied show that the deployment of data intensive applications require the development of more or less elaborated application-level workload management systems on top of the gLite middleware to efficiently exploit the EGEE grid resources. In particular, the adoption of high level workflow management systems eases the integration of large scale applications while exploiting grid parallelism transparently. Different approaches for scientific workflow management are discussed. The MOTEUR workflow manager strategy to efficiently deal with complex data flows is more particularly detailed. Without requiring specific application development, it leads to very significant speed-ups.