Windows XP and Almost Maximized Windows
I believe I am not the only person in the world who likes to work only
with maximized windows and Alt+Tab - there are quite a lot of
advantages to that approach, mainly the fact that you can pull your
mouse to the upper-right corner of the screen and blindly left-click to
close it - without the need to fuss over aiming your cursor just right.
How many times have you seen this before: A window for application A is
above another and only appears maximized, but since Windows XP has
introduced curved corners for windows, it neglects to cover the
corners. Behind application A's window is another window - application B, which really is maximized - therefore covering the
corners of the screen.

However, when you try closing application A's almost-maximized window with an upper-right corner click, the mouse-click is actually sent to application B's window, causing it to close and you, the user, to get utterly frustrated.
Unfortunately, it looks like Vista isn't going to make any great improvements there, so if you're developing a UI, please try and avoid this - when a window needs to be big - open it maximized; otherwise, please make the window, at most, with 10 pixel margins from each corner of the screen.
All you have to do is use Form.MaximumSize and set it to values received from System.Windows.Forms.Screen.PrimaryScreen.WorkingArea (for a single display system) minus the margin and save headaches from thousands.
Thank you in advance.