how to do this in OllyDbg et al?

view windows rightclick set msg break point on wndproc

if it is simple and doesnt have tricks then
options debugging options allow code injection to find address of wnd proc
should get you correct wndproc ie it will fetch the wndproc
which was differenent during RegisterClassEx() but subsequently modified by
GetWindowLong() api

or bp TranslateMessage() or bp DispatchMesssage in kernel.dll
condition to always pause and then log all arguments
then set a break on condition with proper arguments