After creating a fresh C++ Win32 console application project from Visual Studio 2005, I noticed that the template code had a _tmain function rather than a main one. I did not pay much attention to it until I looked at some code examples that deal with the CreateProcess call: they use weirdly named functions such as _tcsdup and types as _TCHAR instead of the traditional strdup and char * respectively. I could not resist to learn why they did this.
Spending some time searching and reading the MSDN documentation answered my question. These functions and types are wrappers around the standard objects: the functions and types they really point to depend on whether you define the _UNICODE macro during the build or not.
As you can easily guess, defining _UNICODE maps those routines and types to entities that can handle Unicode strings, effectively making your application Unicode-aware. Similarly, if you do not define the symbol, the application remains SBCS/MBCS compatible (the distinction between these two also depends on another macro, as far as I can tell). And because all these redirections are handled by the preprocessor, there is no run-time overhead.
For example: the _tmain function is mapped to the traditional main subroutine if and only if _UNICODE is undefined while it is mapped to wmain otherwise. The latter takes wide-character argv and envp pointers in contrast to the former.
I do not know to which extent this macro is supported by the standard libraries, although I bet almost everything supports it; I have seen many other functions taking advantage of this redirection. In the specific domain I am analyzing, there are two implementations for CreateProcess: CreateProcessW, the Unicode version; and CreateProcessA, the ANSI one.
OK, my knowledge about internationalization is very limited, and I do not know if this feature is very useful or not, but it seems quite interesting at the very least.
See Routine Mappings (CRT) and main: Program Startup (C++) for more details.
Edit (17:24): Changed MFC references to Win32. Thanks to Jason for pointing out the difference between the two in one of the comments. I am in fact investigating the latter.