I prefer windowed mode myself, but appreciate a game that uses a somewhat standard keyboard shortcut like alt-enter or F10 to switch between fullscreen/windowed modes...
but most of the time I find windowed mode too distracting (the un-related other stuff visible around the edges reduces the immersion in the game), plus on most computers the 3D performance is significantly lower in windowed mode than in full-screen.
Especially on less-than-stellar video cards everything simply runs a lot smoother in full-screen mode -- and remember: a first impression is everything.
but most of the time I find windowed mode too distracting (the un-related other stuff visible around the edges reduces the immersion in the game), plus on most computers the 3D performance is significantly lower in windowed mode than in full-screen.
Especially on less-than-stellar video cards everything simply runs a lot smoother in full-screen mode -- and remember: a first impression is everything.