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But you're not actually restricted to record-oriented processing with the H* functions. If you use them on a query (or so I'm told) you're really only dealing with the fields returned by the query, so you can effectively mix and match set- and record-oriented operations. 

I asked a question about this in the WinDev Skype chat and Pete Halsted replied:

Dave for me if I am doing any kind of "where" clause then I do an HexecuteQuery with a SQL statement in it (datasource on the fly - what we always wanted in CW). If I have a Primary key and I am trying to grab the record I usually use an Hreadseekfirst, which does grab the entire record, but usually in those situations I am dealing with several fields (dispalying form, etc. Or I am using FileToScreen to populate a screen) If I was working on a distrubuted app that I knew was going to be communicating over a slow connection etc. I woul probably do everything with Hexecutesql. But in the eniroments that I design for, reading 1 complete record in isn't a big enough cost to justify creating sql statements and managing the moves to screen fields etc. Myself. And I figure Andy once notice a few HreadseekFirst statements bettered in nearly as much as he would Select * from,  even though they do the same thing at the end of the day