Having been using WinAPI for more than a decade, I was surprised with myself for not being more careful with the return value and GetLastError's error code following a WinAPI call. Granted the bug I was facing was not easy to root cause, but that was no excuse as I should've been more careful when coding. We all make mistakes but the difference between a good and bad programmer is that the former is constantly alert of the pitfalls when coding (read: edging toward paranoia) while the latter simply hacks away hoping things will work out fine.
The thing to keep in mind is WinAPI functions don't set Last Error Code unless the function's return value is FALSE (zero) even if GetLastError sometimes returns ERROR_SUCCESS (e.g. TlsGetValue) - it does NOT mean that WinAPI functions will set Last Error Code to ERROR_SUCCESS regardless. If you've made the assumption that all WinAPI function calls will reset Last Error Code to ERROR_SUCCESS (or NO_ERROR) following a call, then chances are your code will work fine so long as the function has not encountered an error, but will fail as soon as it does, because subsequent calls to the function will appear like an error if you rely on just GetLastError for the result. You should ALWAYS read the documentation of each function as their Return Value varies and remember that there will be one scenario where Last Error Code won't be set.