all sorts of stuff from earlier versions disappearing into obscure regions of DX11
Actually, much of the "stuff" (ID3DXSprite, D3DXVECTOR, D3DXMATRIX, etc.) is no longer supported at all in D3D11. You have to do it yourself, or use a library such as the DXTK (which for beginners is preferable to implementing your own classes/structures.)
I want sprites for UI because they always face the camera
Just for clarification, a "sprite" is commonly just a textured quad rendered in screen space. As such, it doesn't "face the camera." That is, rendering a sprite in that way doesn't consider the world-view-projection process at all. The shader passes vertices already defined in screen-space coordinates through to the rasterizer. For UI implementation, that's commonly done by rendering the sprite objects last with depth buffering disabled to ensure it's rendered over the background.
For platform games, however, it's often the case that sprites are used (ala Mario) with depth enabled and the character can appear to pass behind objects.
There is a technique for rendering 3D objects which face the camera called "billboarding." That can be done with or without depth buffering enabled, depending on the desired effect.
Edited by Buckeye, 29 August 2014 - 07:39 AM.