I am only a few months into DirectX programming, but this one just burned me so I thought I would share it:
IDirect3DDevice9::ColorFill will return D3DERR_INVALIDCALL if the rectangle falls outside the surface at all. If you are expecting GDI-type functionality (as I was) where it would just clip the rectangle, think again.
I figured this out by using Source Server and looking at the DX source code: this isnt an option for folks outside of MS. There are other reasons for this return value, so for completeness here they are:
It is possible that the debug version of DX might tell you why these calls fail: there is code in the source that emits the exact reason as text, somewhere. I don't use debug DX so can't be more specific, sorry.