When writing DirectX applications, obviously it\'s desirable to support the user suspending the application via Alt-Tab in a way that\'s fast and e
All serious D3D apps should be able to handle lost devices as this is something that can happen for a variety of reasons.
In DX10 under Vista there is a new "Timeout Detection and Recovery" feature that makes it common in my experience for graphics devices to be reset which would cause a lost device for your app. This seems to be improving as drivers mature but you need to handle it anyway.
I will assume you are using C++ for the purposes of my answers, but if you can afford to use C#, XNA (http://creators.xna.com/) is an excellent game platform that handles all of these issues for you.
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This article is helpful for windows events in the window procedure to detect when a window loses or gains focus, you could handle this on your main window: http://www.functionx.com/win32/Lesson05.htm. Also, check out the WM_ACTIVATEAPP message here: http://msdn.microsoft.com/en-us/library/ms632614(VS.85).aspx
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The graphics device is lost when the application loses focus from full screen mode. Microsoft offers an article on how to handle this: http://msdn.microsoft.com/en-us/library/bb174717(VS.85).aspx This article also has a lost device tutorial: http://www.codesampler.com/dx9src/dx9src_6.htm
DirectInput can also have a device lost error state, here is a link about that: http://www.toymaker.info/Games/html/directinput.html
DirectSound can also have a device lost error state, this article has code that handles that: http://www.eastcoastgames.com/directx/chapter2.html
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I would make sure to never disable Alt-Tab. You probably want minimal CPU load while the application is not active because the user probably Alt-Tabbed because they want to do something else, so you could completely pause the application, or reduce the frames rendered per second. If the application is minimzed, you of course don't need to render anything either. After thinking about a network game, my best solution is that you should still reduce the frames rendered per second as well as the amount of network packets handled, possibly even throwing away many of the packets that come in until the game is re-activated.
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Honestly I would just stick to DirectX 9.0c (or DirectX 10 if you want to limit your target operating system to Vista and newer) if at all possible :)
Finally, the DirectX sdk has numerous tutorials and samples: http://www.microsoft.com/downloads/details.aspx?FamilyID=24a541d6-0486-4453-8641-1eee9e21b282&displaylang=en
In DX8 and 9 (and 10?) if you create your resources (vertex and index buffers and textures mainly) using D3DPOOL_MANAGED they will persist across lost devices and will not need reloading. This is because they are stored in system memory and the DX runtime copies to video memory automatically. However there is a performance cost due to the copying and this is not recommended for rapidly changing vertex data. Of course you would profile first to determine if there is a speed issue :-)
We solved it by not using a fullscreen DirectX device at all - instead we used a full-screen window with the top-most flag to make it hide the task bar. If you Alt-Tab out of that, you can remove the flag and minimize the window. The texture resources are kept alive by the window.
However, this approach doesn't handle the device lost event happening due to 'lock screen', Ctrl+Alt+Delete, remote desktop connections, user switching or similar. But those don't need to be handled extremely fast or efficiently (at least that was the case in our application)