Yes, this is super important! I just bought the game, and the resoluition is a massive problem. I have a 34" 3440x1440 monitor, and running 800x600 (with 640x480 inside) is horrid.
So firstly, that needs fixing.
Important for anyone trying to get this working at a better res, as stated above (but a little confusingly)...
Game -> Prefs -> WIndows
Turn "Game always fills entire screen" off (and restart).
Now when you run the game, your monitor's resolution will - for absolutely no good reason - switch to 800x600 (with the game running inside that, I think at 640x480). Now right click on your desktop and change your screen resolution back to normal - and then "maximise" the game window.
It should now be running at a decent resolution (3440x1440 for me, minus some black on the top and bottom).
But really, thjis behaviour needs to be fixed... the default behaviour is pretty unacceptable.
But I love the game, as always.