I see so much code including stdafx.h. Say, I do not want pre-compiled headers. And I will include all the required system headers myself manually. In that case is there any other good reason I should be aware of where I require
If you don't want to use precompiled headers, then there is no point to using a standard include file - this will slow down the build for every file that includes it and cause them to include extra stuff that they do not need. Get rid of it and just include the headers they need.
You can use pre-compiled headers (which are a good thing) without using stdafx.h (I abominate it too). I've only got access to VC++ 6.0 but in that go to Project Settings|C/C++|Precompiled Headers and select "automatic use of precompiled header" but leave the "compiled through" box empty.