FormEx lib + borderstyle = 0 and windowstate=2 + grab metrics from the display object. On Xp it acts like a fullscreen application(no experience with vista or 7/8). If you key_preview you might be able to intercept keys like the windows key or alt+tab. If you need it to work on a multi screen setup, that's a more difficult.
Depending on the purpose, you could also manage your windows with AutoHotkey scripts.