How do I "alt-tab" out of full-screen games on Mac OS X Lion?
⌘tab usually is correct.
Unfortunately many games are badly ported - so they often do not support it in full-screen mode. Some games (for me Telltale games) allow to switch to a "window" mode - when you are in that it is typically possible to switch.
cmd + option + esc will always work. it's the analog to ctrl + alt + del
What I end up doing is the 3 finger (upwards) swipe. Then I select something on another desktop and it pulls me over there.
Though Cmd+Tab usually works for me....
IF possible, rather than play the game's built in fullscreen mode, play in windowed and then use the arrows at the top right corner on the window, the using f3(on a desktop it may be different on a laptop but it looks like three different sized windows next to each other) and selecting desktop or the game.