Ouch, ok, full-screen + Alt-Tab = Exit game. Noted.
That doesn't work yet (if it ever will). You'll crash the client if you exit out of full screen.
Right now you have to decide between better performance (full screen) or being able to check other things other than playing (windowed).
That said Windowed is a good option for those with a weak PC, set it to a small window and the trade off should net better perfromance... EX: My screens 1920x1200 if I play at a high resolution in a window mode I get worse performance than if I fullscreen at my native. However if I select something windowed at lower than 1680x1050 I get better performance than at my native.
Another option, is to maximize performance:
If you have a desktop resolution of 1920x1200 but your game can't handle it, and you want 1680x1050, you could *temporarily* reduce your desktop resolution to 1680x1050, right?
And besides, I didn't think Windows really cared about what a desktop resolution is when something attempts to "Fullscreen" itself? It automatically changes the resolution for you, doesn't it?
I don't get why you'd get better performance out of running windowed than if you would fullscreen.... this is completely backwards of any other game I've ever played...