LOCALE_NOUSEROVERRIDE should be avoided

Users specify overrides for a reason :), and expect them to be used. If your app needs a specific format, it should pass in a format instead of depending on the locale data. (See "Culture data shouldn't be considered stable (except for Invariant)" http://blogs.msdn.com/shawnste/archive/2005/04/05/405694.aspx

GetTimeFormatEx is preferred (if it wasn't we wouldn't have made it :))

Try to avoid LCIDs and use locale names if possible

Users can create custom locales which your application may not have access to if it doesn't use the locale name. Custom locales don't get their own LCIDs, so functionality is limited if your application relies on the LCID. See this blog http://blogs.msdn.com/shawnste/pages/custom-cultures-vista-custom-locales.aspx for more info about locales/custom locales and good behavior with locales.