I got some serious work done on the save and load and resolution-switching code for democracy today. Res switching is now so fast on the game that it practically happens without you noticing. To be honest I can't see much justification these days for games having seperate (external) mini-programs to set options like screen res. It really is trivial to code, even in Directx7 which is what I deliberately use for my games. Because textures are loaded 'on demand' you only need to reload a single menu graphic once youv'e freed and re-initialised everything, and that's trivial.
Quick and easy resolution changing, windowed mode and alt+tab support are 3 of the easiest things to implement, yet 3 things that some big (multi-million dollar budget) games don't bother with. As a gamer I find this insulting, but as a coder I just find it amazing.
If you make games, make sure you support these 3 features, your customers WILL notice if you skip them.

Still playing Sid Meiers Pirates! its very very good fun.