From Braynzar:
You may wonder why we are not going to use Win32 API to get input from the user, after all, it can find which keys were pressed on the keyboard, get input from the mouse and even from a joystick. Well, the Win32 API was designed as a means for keyboard entry applications, not for speed real time input. When getting input with the Win32 API, it needs to process the keys, convert them to ascii and there is a lot of extra processing for special windows keys pressed like "alt". So much processesing that games don't need, and remember, we can't render a frame until our message queue is empty. It's actually very very slow. Another thing, is the Win32 API can only take input from 3 buttons, x and y axis, and a mouse wheel from a mouse. Many mouses now days have much more function than that. Direct Input can support pretty much any device as long as it has a Direct Input driver written for it, which is pretty much all of them. With Direct Input, We can use a feature called force feedback, thats when a joystick can rumble and get input from the application.
This is basically nonsense. Trust me - the "very very slow" "so much processing" won't even register on any performance graph, it's down in the noise. The person who wrote that is obviously someone who's never actually done any profiling but instead lets their own personal opinions (and prejudices) rule.
Despite that, there are still some valid reasons to continue using DirectInput, for mouse and mouse only.
First is that it automatically bypasses pointer acceleration, which may be desired behaviour for certain types of games (e.g. FPS).
Second is that it automatically handles focus loss and gain, mouse pointer visibility, and clamping to window bounds for you.
Third is that it's far better documented than Raw Input - tried using GetRawInputBuffer lately?
if these reasons apply to you and to the type of game you're making, then using DirectInput remains a viable choice - despite what Microsoft say.