As you can see, you've asked one of those million dollar, flamewar-starting questions.
wxDev-C++ is for designing GUI programs that use wxWidgets as the GUI library. In all other respects it is the same as Dev-C++. (I think, I don't actually use it.)
Stroustrup likes MS VC++.
Borland's Turbo C++ Explorer is also a good choice.
I'd never heard of Eclipse before, but the website impressed me.
There's also Ultimate++, Qt, KDevelop, Code::Blocks, V, etc.
Pick one you think you'll like and start using it. You can always change your mind later.
Any one that complies fairly well with the C++ standards. (Any recent C++ compiler ought to do.)
The best (AFAIK) is Comeau C++.
The next (AFAIK) is Microsoft's C++.
The next (AFAIK) is GCC's C++ (I use the GCC a lot).
Here's a plug for Borland's C++ also.
I don't know what else is out there, but that should do.
On compilers and ide's, i think all of them have their quirks, but being a beginner myself and having tried to get several things working, i would say if you want to develop GUI applications, Qt is the most impressive (=as in well coded, comprehensible and powerful and easy to learn. Im building apps in a few days that would taken ages to put together before) framework i have ever seen. All the others sucked to my liking. I havent tried .net though, because i don't even like it as a user, so i didn't want to try it as developer, and after seeing MFC and the Win32 api, i wasn't really up for more MS frameworks...
Im using the Qt plugin for eclipse... Its a bit of faffing about to get it all to work together, but thats with all systems in my expierence, and Qt support answer questions within a day or so...