Depends on your resolution.
My laptop has 1680x1050, so if I want fullscreen that's what I use. As it happens, I like multitasking and multiclienting, so I like to keep it windowed at 1280x800 resolution so I can see the other windows on my screen. Just depends on your preferences and screen/video card, but there are a lot of options.
To change any of those, just run the program HaruSama showed. It's usually C:\Program Files\Gravity\RO\Setup.exe or C:\Program Files\Gravity\RO\AnthemRO\Setup.exe. Easiest way to get to it is to type that into the box when you click the Start menu and Run... if you're on Windows.