Spatial modulation (SM) is a multi-input multi-output (MIMO) technique, which was originally introduced to reduce the number of radio frequency (RF) chains in a MIMO transmitter and thereby reduce cost and power consumption. Although it is very appealing in theory, this concept actually has two main problems: The first is that SM involves antenna switching, which degrades the spectral shaping and the Nyquist property of the transmitted signal. The second is the limited spectral efficiency due to the presence of silent antennas. In order to remedy the second problem, enhanced spatial modulation (ESM) was introduced in which multiple signal constellations are used, and information bits are conveyed not only by the transmitted symbols and the indices of the active antennas, but also by the constellation types activated. As for the problem of antenna switching, it actually disappears when SM is combined with OFDM, because the switching operation in frequency-domain SM (FD-SM) occurs at baseband. But the number of RF chains required becomes equal to the number of transmit antennas and the property of reduced number of RF chains, which was the original motivation for SM also disappears. FD-SM turns out to be a particular type of underloaded MIMO-OFDM system, which reduces the power requirements of the transmit power amplifiers rather than their number. In this paper, we introduce frequency-domain ESM (FD-ESM), which avoids both the spectral efficiency limitations and the antenna switching issues of the original SM. Exploiting the property that switching occurs at baseband and no savings in terms of the number of RF chains can be achieved in frequency-domain implementation, we design FD-ESM schemes in which the transmitted codewords do not include any zero-valued components. These designs bridge the concept of SM with spatial multiplexing, and they provide spectacular gains with respect to multi-stream SM (MSM) and also some significant gains compared to conventional spatial multiplexing.