I second Vinraith's suggestion, but if you're running a sub-spec machine you might still have occasional problems. Since I started playing on a "reasonable" box, I've had no problems at all with ALT+TAB in window mode (disable full-screen in Game Options and set game resolution to match your desktop resolution).
I have, though, recently been "updated" back to having a reliable crash if I put my Vista system into hibernation with GC2 running. I keep the game and my system fully updated. For several months starting in August '07, hibernating sometimes worked but sometimes led to a CTD. A while ago, some mysterious combo of Vista, GC2, and possibly NVidia updates led me to be able to reliably hibernate and keep the game running stably, which was sweet when I was working for some influence wins on Gigantic maps.
Fairly recently, nothing I've done other than try to be a good updater seems to have led to completely reliable crashes after resuming from hibernation. The debug.err files said something about problems switching back to "primary buffer," but Windows hibernation has traditionally never really lived up to its advertising, so I've never bothered to report it here as a bug (I do let Windows call home about the crashes, though).