I have a little Swing app for my settings, and I start my StandardGame from there. After finishing the level I call game.shutdown() and I'm back in this app, but I can't start with a new StandardGame, because the following line in initSystem() blows up with an IllegalStateException:
I can add that entry into StandardGame, but I've experience the same problems with re-initting the graphics and I'm not sure how to resolve it. That last time I was working with this I was trying to make it so you could change resolutions without restarting the application, but textures were disapearing on me. It's been a long time since I've looked at any of this though. If you figure out what you need to do during shutdown to fully clean everything up let me know and I'll get it added.