I prefer playing games in windowed mode so I can watch my other apps, and preferably a borderless maximised window so you dont accidentally drag the window or resize it.
Guild Wars 2 really wants to go full screen when you click the maximise button. But I just learned that for windows 7+ users, you can go into maximised windowed mode with winkey+up.
Which is exactly how I want it to be, and how I play WoW. But the big problem is now that the game becomes quite unfocused, and the text very blurry.