You can use SetWindowsHookEx
function, with WH_CALLWNDPROC
or some other type of hook, and here is an example.
The WH_CBT
can give you great opportunities because you can get a HCBT_CREATEWND
code from it and it's sent to you right before a window is created, thus giving you a possibility to provide your own window proc instead of the real one and then be able to get all messages possible with it.
Remember though, greater possibilities also mean greater responsibility. Say you "subclassed" some window, providing your window proc, if your application that set a hook exits, next thing you'll see is the application, whose messages you were peeking at, crashes if you didn't put the address of the original window proc back to where it belongs. The benefit of this kind of hooking is the ability to wait for a certain window (say with a certain window class, or name) to be created and get into that process before any window you're interested in would even be created.