>>Mike, I tend to use PostMessage() or PostThreadMessage() (depends on if I have an hWnd or a ThreadId) and a WM_QUIT rather than SendMessage() and a WM_CLOSE; it has the advantage that the message is added to the tail of the message queue, so pending events do get fired before the app shuts down.
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>Though I'll agree that PostMessage() is a better choice than SendMessage() in most circumstances, why WM_QUIT instead of WM_CLOSE? I ask because WM_QUIT seems to be more suitable for use with PostQuitMessage() (notice that wParam is the PostQuitMessage() exit code). My reasoning for WM_CLOSE is that it tells the app "hey, you need to shut down", and the app still has the chance to ask for user confirmation.

Primarily tro force past the confirmation dialogs, but, yes, you can use a WM_CLOSE just as effectively. Just a matter of habit developed from years of sloppy coding.