WM window messages

I'm attempting to read messages that have been sent to my window, should I use PostMessage, GetMessage, or is there another way?


Edit: Do events fire when my window gets a message?

Only on certain messages.

One way of handling messages on Windows is to replace the WindowFunc of the window.
There is an example here Handling WM_DEVICECHANGE

Thank you for that, I think I can work it off from there.