http://msdn.microsoft.com/en-us/library/windows/desktop/ee418864(v=vs.85).aspxAccording to this you can obtain the mouse position during a WM_MOUSEMOVE call, and I am wondering if this would be better for us to do than querying it using the WinAPI's calls every frame, or rather if the difference is very noticeable such as window_set_caption.
This is related to my decision in my recent pull request to move the Joystick code that wasn't even using DirectInput out of an extension since Microsoft doesn't even advise for DirectInput for anything except joysticks because it adds overhead. And I programmed our Joystick code for Windows using RawInput and it works fine, so I saw no reason to add overhead to Joysticks for no reason.
The only place XInput is needed is for the Xbox 360 controller.