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 error-free. What is the best set of practices for ensuring this? Things that need to be addressed include:
Interesting tricks and gotchas are also good to hear about.
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