Using DXUT
DXUT is the DirectX Utility Toolkiit and until recently whenever you called it's name I would immediately note down your name on my list of people to ignore. And in case your wondering, yes, I always lose the list.
Anyhow, as a programmer I always want to reinvent the wheel, not because I think I know better or can do a better job, but more because I want to get familiar with. By know I have rewritten a lot of my own engines because there was always something missing here or there.
Is DXUT better than my own engines? Maybe, but DXUT is not an engine, it's a template, you could even combine DXUT with few of my engines. The only thing it does is creating structure in your application (by events like OnDeviceCreate, OnDeviceDestroy, OnDeviceReset, etc) and further it creates the window for you.
You also got access to a lot of other features, but they are optional. The only thing I dislike is the fact it includes DX10 specific elements in it, which you don't always want. I believe that a earlier version would allow you to use a define to disable it and else you could add it back yourself.