The analysis of wave propagation in linear, passive media is usually done by considering a single real frequency (the monochromatic limit) and also often a single plane wave component (plane wave limit), separately. For gain media, we demonstrate that these two limits generally do not commute; for example, one order may lead to a diverging field, while the other order leads to a finite field. Moreover, the plane wave limit may be dependent on whether it is realized with a rect function excitation or gaussian excitation of infinite widths. We consider wave propagation in gain media by a Fourier--Laplace integral in time and space, and demonstrate how the correct monochromatic limit or plane wave limit can be taken, by deforming the integration surface in complex frequency--complex wavenumber space. We also give the most general criterion for absolute instabilities. The general theory is applied in several cases, and is used to predict media with novel properties. In particular, we show the existence of isotropic media which in principle exhibit simultaneous refraction, meaning that they refract positively and negatively at the same time.