I think I would agree with Shifty189 - MinGW is very good. It includes the g++ compiler.
It's actually the suite of all gnu compilers, so you can optionally install fortran, ada, and other language compilers if you like as well.
A standard Windows Command Window is perfectly adequate, and you can use any text editor that you like. I just use standard Windows NotePad (to cut-and-paste code from this forum) and then a line-based, but scriptable and highly-tailorable editor called THE (
http://hessling-editor.sourceforge.net/) to do most of my own coding.
An advantage of this set-up is that you end up issuing the same g++ compile commands that you would issue in any other OS, including linux. In fact, MinGW optionally allows you to install MSYS and run linux commands in a local linux-like environment and filesystem.
Being able to run in a Command Window is a useful skill to have. You can do batch processing, use wildcards, ... and you never know when useful little commands like 'taskkill' will come in handy when you've managed to launch 1000+ versions of the same process!