Last I checked, to get SLI running in windowed mode you don't have to do anything except have the latest drivers. Just make sure SLI is ON in your Nvidia FFXIV profile options.
Crossfire is another matter.. and I don't have any experience with ATI cards to help you with that.
There is not a way to run FFXIV in full-screen mode and use alt-tab without crashing. However, there is a way to make windowed mode border-less. I'll have to refrain from posting that information, but you could find it with a google search.
