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.
Proximity sensor issue was not fixed 100% on 4.1...just have to deal with it until it is unfortunately. Hopefully 4.2 will have another revamp of the sensor to adjust it better and fix it fully.
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?
Proximity sensor issue was not fixed 100% on 4.1...just have to deal with it until it is unfortunately. Hopefully 4.2 will have another revamp of the sensor to adjust it better and fix it fully.
Still amazes me how they can't get it right. I don't understand how they could release an update and not get it right. Why can't they release 4.1.1 to fix the sensor???