If I am playing in full screen mode (which I always do), if I ALT TAB out, I can't get the game to come back up the normal way, i.e., just by clicking on the window. All that gives me a window that's jet black and you can't do anything. The solution for this particular problem is to ALT TAB twice (which touching anything else in between), the second time picking Skyrim from the window that pops up. This always restores the game back to full screen mode and becomes responsive once again.
EDIT: Blah. What Durzo and dannythefool said.

EDIT 2: Although this shouldn't be an issue in the first place. It needs to be fixed and not require us to come up with these silly workarounds.