WinAPI or SDL?

Wanting to create GUI applications and games I've been thinking about my options to do so. I know SDL is a complete and easy package, but with the right practice and other frameworks, libraries, ect attached to WinAPI there is a lot more flexibility. What do you think I should tackle first? If WinAPI, what else should I know/prepare for when creating something requiring lots of multimedia such as a game? Whatever you think would be necessary for me to know I would really appreciate.

Thanks in advance.
I vote for neither. I vote for SFML.

http://sfml-dev.org/

If you cannot for whatever reason use SFML, then SDL.

-Albatross
I did try setting up SFML (several times) to finally consult another forum where I was told that it was a common issue with no fix available yet.
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