How do you add a visual effect to a mouse click from within windows?

Solution 1:

Native Windows option

Combined with AutoHotkey

~LButton::
Send {Ctrl}
return

~LButton UP::
Send {Ctrl}
return

Every mouse-click (down & up) fires a Ctrl briefly.

As pointed out by Paolo you can even change the Mouse setting as part of the script:

DllCall("SystemParametersInfo", UInt, 0x101D, UInt, 0, UInt, 1, UInt, 0) ;SPI_SETMOUSESONAR ON

OnExit, ExitSub
ExitSub:
   DllCall("SystemParametersInfo", UInt, 0x101D, UInt, 0, UInt, 0, UInt, 0) ;SPI_SETMOUSESONAR OFF
   ExitApp

Solution 2:

Checkout PxKeystrokesForScreencasts, an Open Source utility that shows the mousepointer with a colored circle around, mouse activity (scroll, left/right click) and keystroks.

It's a single exe file and works perfectly.