I know precompiled headers are used for speeding up compilations, but are there any do's and don'ts to what files I should include in them? For example, I have a project that uses a lot of boost libs so I just include the boost header files in stdafx.h (I'm using VS2008). Should I include every standard header file in them, too? Will this increase the size of my executeable even if I, for example, include <vector> but never use std::vector? Is it a bad idea to include my own project's header files in stdafx.h?
Pre-compiled headers don't affect the size of your executable, only the compilation speed. Since they are pre-compiled, they don't have to be re-compiled all the time. Windows.h is the primary beneficiary of this feature.