i was using CDC for showing video in Visual C++. Will direct draw or GDI give some improvement. If so I need some links to resources to start in this field or some example programs.
For such task the best decision is using DirectShow technology. This technology is part of DirectX and necessary sources, documentation and example is available in DirectXSDK. Win32API app (MFC app, etc) can use DirectShow engine to show videostream from different sources (cameras, broadcasting, avi movie etc).
DirectDraw has been incorporated into Direct3D since DirectX 8.x was announced.
GDI has been updated as GDI+. For the direct access to hardware resources so as to increase the execution speed, they normally use DirectX rather than GDI+, such as in game programming.