I open steam and the launcher comes up. I go into Options, and I uncheck "Windowed Mode" and press "OK". Then I open the options menu and it has windowed mode checked again. I uncheck it, hit OK, run the game, its in windowed mode. It keeps selecting windowed mode, and I can't make it stop.

Edit: Okay, no matter how many times I open and close the launcher, every single time it attempts to detect video settings. The only thing ive done is i recently verified the files.

Make sure your SkyrimPrefs.ini file has the bFull Screen=1 under [Display]

Also you want to start the game directly from your TESV executable file, and with right click -> Properties -> check "Disable display scaling on high DPI settings"

What happens ???