I have the same problem. Mail goes dead in the water- clicking, arrow keys, keyboard commands- none work. Escape does and as you say it's the only thing that restores functionality. The best thing I can say is that I'm not in a loop where I have to Force Quit and restart Mail only to be in the same conundrum.
I lose functionality (not just the 'built-in' limitations like being unable to use Grab) in Preview too: sidebars disappear, pages won't maintain my zoom preferences, etc. These are real bugs- defects in the programing itself. I feel like I'm using Open Source Linux. I'm sure full screen is programmed to be exclusive, like it or not, though it confounds me why Apple would leave half-baked items in the Services menu (under, e.g., Safari) like Capture Selection From Screen. All it does it launch Grab and navigates you out of full screen mode to an irrelevant desktop.
Really sloppy and shoddy.
I liked the look of Preview in a full PDF document mode (I use a lot of textbooks), but it's just not worth it. I now exclusively use Adobe Reader for those files. As long as other applications are 'less trouble than they're worth' I suppose I'll continue to use full screen mode but I must say I'm shocked at the brazenness of Apple to dump iPad like features on the Mac OS without thorough testing and tweaking. You people at Apple used to be perfectionists. I really am getting the feeling that Apple sees its future in the iOS, and OS X is now taking a back seat of the iCar. Maybe, pardon my redundant metaphors, our ship has sailed. Bummer.