Is D3DX fast enough for a game, and can anyone tell me what parts I should be doing by hand(on my own), caus I think Im letting it do too much, Thanks for any help at all

D3DX is just fine for writing games. D3DX is just a wrapper for D3DIM. Kinda like D3DRM, but it does not replace IM. It is okay to let D3DX do some of your work because it just might have more efficient code than you could write in a short time.(not offensively) If I were using C++ I would use D3DX because of its neat features. There should a performance hit of slim to none.

Disclaimer: This information was gathered from DX7Help

Just to clarify, D3DX is not a retained mode API. D3DX will never be a retained mode API.

It is a set of helper classes and functions.

It provides a class to simplify initialization, functions to create and load textures, and some math functions (planes, matrices, quaternions, vectors) along with a matrix stack object.

The core of your code is still regular D3DIM, so there should be no slow down.

D3DX''s components are independent, so if you find that some of its features are too slow (suppose, for example, the matrix stack) you can replace the matrix stack with your own, more optimal one, and not have to worry about it messing up the remainder of your D3DX code, like initialization or texture loading.