Do you prefer playing computer games full screen or a normal sized window?

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Most computer games have the option to be played full screen, or small screen (with the window instead). I prefer full screen, if I'm only going to play the game. But if I'm talking to someone on an Instant Message client, I'll use the windowed mode, so I can multitask more easily. And usually the game has a pause function, so it does not really interfere much with gameplay. How about you?