The Old New Thing, by Raymond Chen, is an entertaining and enlightening collection of articles about Windows technology. It is a must-read, particularly if you're not already an avid reader of his blog of the same name.
I must confess to skipping the 88 pages that comprise chapter 10, "The Inner Workings of the Dialog Manager." It has been nearly a decade since I assembled a classic Windows dialog box, so the subject simply doesn't hold my interest like it once would have. In fact, a lot of the information in this book would have been invaluable 10 years ago...
The most important chapter in this book is "Taxes," which is a great reminder of the little things that a software application should handle properly (fast user switching, high DPI displays, etc.).
The whole book (aside from chapter 10) is a great read. Even in the brave new world of the .NET Framework, WPF, etc., much of this information is still quite relevant. Highly recommended.