I've been playing around with Direct3D 11 a little bit lately and have been frustrated by the lack of documentation on the basics of the API (such as simple geometry rendering). One of the points of confusion brought on by the sparse documentation is the (apparent) move away from the use of effects for shaders.
In D3D11 all of the effect (.fx) support has been removed from the D3DX libraries and buried away in a hard to find (sparsely documented, of course) shared source library. None of the included examples use it, preferring instead to compile HLSL files directly. All of this says to me that Microsoft is trying to get people to stop using the effect file format. Is that true? Is there any documentation of any kind that states that? I'm fine doing it either way, but for years now they've been promoting the .fx format so it seems odd that they would suddenly decide to drop it.
Answer
Many professional game and graphics developers don't use the effects interfaces in Direct3D, and many of the leading game engines do not use them either. Instead, custom material/effects subsystems are built on top of the lower-level shader and graphics state state management facilities. This allows developers to do things like target both Direct3D and OpenGL through a common asset management pipeline.