I know this is an old thread, but....

I had this problem for a long time. Could not run the game in window mode because I always received the directX error after playing for a little while. I tried everything suggested on this thread, but nothing helped or they would be temporary help.

Yesterday I read in a thread about disabling Windows 7 Aero or Desktop Composition when running this game in order to hog less resources. Decided to give that a try and decided to also give window mode a try again and voila it worked.

Find the "ffxivgame.exe" (not the ffxivboot.exe or ffxivconfig.exe) in your FFXIV directory folder
Right Click it and go to "properties".
Under the "Compatibility" tab check "Disable Desktop Composition".
Then Click apply or OK.
Config the game to run in windows mode via FFXIV Config. Then run and enjoy the game in windows mode. I know this wont fix everyones problem. But hopefully it fixes a few.