Designing a PC Game Engine
Lars Bishop, D Eberly, T Whitted, M Finch, M Shantz
Writing the Game Loop
Jan 2002 - Robert Dunlap
This article gives very good explanation of how and why you should do things in the main loop of your game, specifically about handling window messages.
Customization in games
May, 2003 - Perry Board
This article discusses how customization, not modifcation, should be done to really add value to a game.
Amit's Game Programming Information
Game development and more
This site holds lots of high quality articles about just about anything involving game development.
Game Developers Conference
A game developer information site using C++ and DirectX.
Top Issues for Windows Titles
Dec, 2004 - Chuck Walbourn
This article contains several hints on how to make your game perform better on Windows based platforms.
Gaming with Least-Privileged User Accounts
Dec, 2004 - Jack Lin
This article talks about the future of Windows and how users will have restricted access to computer files. Special care should be taken to have the application work well with this restricted access.
Game development news site.
Procedural Content Generation
A wiki about procedural content generation.
How to Make Insane, Procedural Platformer Levels
May, 2012 - Jordan Fisher
This article discusses ways to procedurally generate platform levels, with varying levels of difficulties and validations to guarantee solvability.