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>My feeling is that I need to subclass all of them (which makes me feeling safe). Since this decision will have profound impact ever after, I really need to hear what you say.
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You're right, you will probably want to subclass the various UI components before using them in your application. I would also subclass the mmBusinessObject. A lot of the other components in the framework can be swapped out easily enough for other sets of classes since they are instanciated via the Factory object (see the help for more info on which classes), so I probably wouldn't worry about subclassing those right away (since it's easy to do later on an "as needed" basis).
Maybe other people have other suggestions for classes you should subclass.