I seen in a lot of editor-like programs (Sandbox editor, 3Ds Max, Maya), that they had "3D Lines", in that they appear to be in 3d space. I've looked around but all I can find is stuff on ID3DXLine, which only draws it on top of everything and it is only in screen coordinates. Also, I'd like to be able to have curved lines and whatnot. Here's an example from 3ds:
Is this easy or overly complicated?