In Win32, call GetTokenInformation, passing a token handle and the TokenUser constant. It will fill in aTOKEN_USER structure for you. One of the elements in there is the user's SID. It's a BLOB (binary), but you can turn it into a string by using ConvertSidToStringSid.
To get hold of the current token handle, use OpenThreadToken or OpenProcessToken.
If you prefer ATL, it has the CAccessToken class, which has all sorts of interesting things in it.
.NET has the Thread.CurrentPrinciple property, which returns an IPrincipal reference. You can get the SID:
IPrincipal principal = Thread.CurrentPrincipal;
WindowsIdentity identity = principal.Identity as WindowsIdentity;
if (identity != null)
Console.WriteLine(identity.User);
Also in .NET, you can use WindowsIdentity.GetCurrent(), which returns the current user ID:
WindowsIdentity identity = WindowsIdentity.GetCurrent();
if (identity != null)
Console.WriteLine(identity.User);