Back in the old days, Help was not trivial but possible: generate some funky .rtf file with special tags, run it through a compiler, and you got a WinHelp file (.hlp) that actually works really well.
Then, Microsoft decided that WinHelp was not hip and cool anymore and switched to CHM, up to the point they actually axed WinHelp from Vista.
Now, CHM maybe nice, but everyone that tried to open a .chm file on the Network will know the nice "Navigation to the webpage was canceled" screen that is caused by security restrictions.
While there are ways to make CHM work off the network, this is hardly a good choice, because when a user presses the Help Button he wants help and not have to make some funky settings.
Bottom Line: I find CHM absolutely unusable. But with WinHelp not being an option anymore either, I wonder what the alternatives are, especially when it comes to integrate with my Application (i.e. for WinHelp and CHM there are functions that allow you to directly jump to a topic)?
PDF has the disadvantage of requiring the Adobe Reader (or one of the more lightweight ones that not many people use). I could live with that seeing as this is kind of standard nowadays, but can you tell it reliably to jump to a given page/anchor?
HTML files seem to be the best choice, you then just have to deal with different browsers (CSS and stuff).
Edit: Thanks so far. I am looking to create my own Help Files. As I am a fan of the "No Setup, Just Extract and Run" Philosophy, i had that problem many times in the past because many of my users will run it off the network, which causes exactly this problem.
So i am looking for a more robust and future-proof way to provide help to my users without having to code a different help system for each application i make.
CHM is a really nice format, but that Security Stuff makes it unusable, as a Help system is supposed to provide help to the user, not to generate even more problems.