Adam Nathan, who you may recognize as being the author of .NET and COM: The Complete Interoperability Guide, has started up a Wiki on P/Invoke. You’ll find lots of P/Invoke definitions, along with recommend managed alternatives and gotchyas there. (Such as why you won’t be able to make CoInitializeSecurity work from within your managed app).
It’s definatly worth a look if you’re struggling trying to get a P/Invoke declaration correct, since this is generally pretty difficult to do correctly. If you’ve got some signatures that you’d like to contribute, you can do that there too.