Luckily the WinIO Parallel Port API (http://www.internals.com/) didn’t really use pointers or structures and was easily wrapped in C#.  I also like the consistent interface that worked on everything from Win98 to WinXP!  Probably the handiest trick I came across in using P/Invoke was in retrieving Win32 errors.  Instead of trying to import GetLastError and FormatMessage (which requires the use of pointers and the unsafe compiler directive), there is a much simpler way.  Check out this one line treasure:

Win32Exception w32e = new Win32Exception(Marshal.GetLastWin32Error());

Then you can just throw another exception:

throw(new ApplicationException(w32e.Message));

and let the someone else handle it!