with every patch you install the option "window on connect" will be set to yes (that is where you connect to a server or watch the server list) most firewalls block an .exe when it is getting changed while patching it. just set it to "no" again and you've got fullscreen. if that doesn't work press shift + f4 and you should be in fullscreen again too.
Test was done without AA and without anisotropic filtering. And I get the same fps increase (around 30%) in full screen mode (as soon as I open nvidia control panel before running LFS), with whatever settings I use (AA, AF, small grid, large grid, AI or multiplayer race, different cars, different tracks).
Maybe someone with a nvidia card could try the same (I use 8600GT)? Open nvidia settings panel, choose the tabbed pane where it displays a 3D nvidia logo rotating (called "adjust image settings with preview"), and run LFS without closing the panel. Do you see a fps increase?
Maybe I should put this in another thread...Not a bug, rather a feature And maybe only on my computer.