There are some higher level COM APIs which are not exactly great, but the core Win32 DLL APIs (kernel32, user32, gdi32) are quite good, also the DirectX APIs after ca 2002 (e.g. since D3D9) - because even though the DirectX APIs are built on top of COM, they are designed in a somewhat sane way (similar to how there are 'sane' and 'messy' C++ APIs).
Especially UWP and its successors (I think it's called WinRT now?) are objectively terrible.