I would LOVE to have this, as I get some slight stutter when running in Fullscreen, but not in Windowed, same as with Skyrim--which is odd, since it isn't even the same engine.
I experience the same issue in several games... it used to be that in windowed mode you lost some performance but overall I seem to get better performance in windowed mode (even running at the same resolution).
The only really good reason to run in real Fullscreen these days is to make sure CF/SLI are working (if you have a CF/SLI setup... which most people don't).