I am aware that there is a sample on working without FX in the samplebrowser, and I already checked that one. However, some questions arise:

In the sample:

D3DXMATRIXA16 mWorldViewProj;
D3DXMATRIXA16 mWorld;
D3DXMATRIXA16 mView;
D3DXMATRIXA16 mProj;

mWorld = g_World;
mView = g_View;
mProj = g_Projection;

mWorldViewProj = mWorld * mView * mProj;

VS_CONSTANT_BUFFER* pConstData;
g_pConstantBuffer10->Map( D3D10_MAP_WRITE_DISCARD, NULL, ( void** )&pConstData );
pConstData->mWorldViewProj = mWorldViewProj;
pConstData->fTime = fBoundedTime;
g_pConstantBuffer10->Unmap();

They are copying their D3DXMATRIX'es to D3DXMATRIXA16. Checked on msdn, these new matrices are 16 byte aligned and optimised for intel pentium 4. So as my first question:

1) Is it necessary to copy matrices to D3DXMATRIXA16 before sending them to the constant buffer? And if no, why don't we just use D3DXMATRIXA16 all the time?

I have another question about managing multiple constant buffers within one shader.

Suppose that, within your shader, you have multiple constant buffers that need to be updated at different times:

cbuffer cbNeverChanges
{
    matrix View;
};
cbuffer cbChangeOnResize
{
    matrix Projection;
};
cbuffer cbChangesEveryFrame
{
    matrix World;
    float4 vMeshColor;
};

Then how would I set these buffers all at different times?

g_pd3dDevice->VSSetConstantBuffers( 0, 1, &g_pConstantBuffer10 );

gives me the possibility to set multiple buffers, but that is within one call.

2) Is that okay even if my constant buffers are updated at different times? And do I suppose I have to make sure the constantbuffers are in the same position in the array as the order they appear in the shader?