You can also hold the phone a little bit lower down. The proximity sensor is right above the ear speaker. If it's not covered sufficiently when you're on a call, it will turn the screen back on. If that doesn't solve your problem, take it to the Genius Bar. They'll swap it out for you. I had the same problem, and they gave me a new one and this one seems fine.
I have a related question...if you're using FaceTime and press the home button mid-call, the video gets backgrounded but the call is still going as a VOIP call. What happens if you put the phone to your ear at that point? Does the sensor trip and make the screen go dark, or does your ear hit the "touch to return to call" bar at the top of the screen and re-open the video?