std::unique_ptr with custom deleter for win32 LocalFree

It looks correct to me. You could make it a little more succinct by specifying the unique_ptr's deleter inline rather than creating a functor for it.

std::unique_ptr<LPWSTR, HLOCAL(__stdcall *)(HLOCAL)> 
      p( ::CommandLineToArgvW( L"cmd.exe p1 p2 p3", &n ), ::LocalFree );

Or, if you don't want to mess with LocalFree's signature and calling conventions you can use a lambda to do the deletion.

std::unique_ptr<LPWSTR, void(*)(LPWSTR *)> 
      p( ::CommandLineToArgvW( L"cmd.exe p1 p2 p3", &n ), 
         [](LPWSTR *ptr){ ::LocalFree( ptr ); } );

Note: At the time this answer was first written, VS2010 was the released VS version available. It doesn't support conversion of capture-less lambdas to function pointers, so you'd have to use std::function in the second example

std::unique_ptr<LPWSTR, std::function<void(LPWSTR *)>> 
      p( ::CommandLineToArgvW( L"cmd.exe p1 p2 p3", &n ), 
         [](LPWSTR *ptr){ ::LocalFree( ptr ); } );

Declaring of custom deleter is not so pretty, use of decltype() is faster. std::shared_ptr is an alternative, but it is larger than std::unique_ptr. If you don't want to share a pointer, then take a unique_ptr.

std::unique_ptr<LPWSTR, decltype(::LocalFree)> 
     p( ::CommandLineToArgvW( L"cmd.exe p1 p2 p3", &n ), ::LocalFree );

I find shared_ptr a bit more useful as a generic resource guard. It does not require the deleter to be the part of template arguments and as such can be easily passed around.

std::shared_ptr<LPWSTR> p(
    ::CommandLineToArgvW(L"cmd.exe p1 p2 p3", &n),
    ::LocalFree);