We have prepared an installer for MSYS/MINGW for C/C++ development on Windows.
When you install MSYS/MINGW you will immediately be able to develop projects using gcc on Windows.
The development system is installed in the folder C:\MSYSDEV\MSYSDEV.
Simply click on the MSYS short cut to bringup a console.
To compile C code use:
gcc test.c -I/mingw/include -lmOr
gcc test.c -lmUsing the latest from this link.
GDB is included in the installer for debugging.
Thats it. Dump Visual C++.
Download the installer here.