Gnu C++, through Linux - or you can get mingw.. I personally just download Bloodshed's Dev-C++(
http://www.bloodshed.net/).
Has a good repository from what I can see, and pretty easy to use!
Nice development GUI for C++ too.
But I understand you can use notepad with mingw stuff - I just haven't been bothered to learn anything about the command line configuration in Windows.. Bloody nightmare compared to Linux/Unix.