I use dev-cpp (wich is, for the record, not a compiler; it uses mingw for that). I havent any expierence with other compilers/IDE's, but from what i've hearded dev-cpp is certainly good, and (one of) the best compiler(s) if you're new to programming/c++.
I dont care that much about my compiler yet, and dev-cpp+mingw do what i want my IDE/compiler to do. For the simple code i write now it doesnt make much difference wich compiler you use. But if you want the best for yourself, i would suggest to download a few free IDE's to see it yourself. It doesnt take that much time.
I also use dev-cpp well saying that i use the wxDev-cpp i havent had any trouble with it and its far better to learn c++ on, vs 2008 is a nightmare to learn on ( i thought ). Im also using libraries like SDL, SDL_net, SDL_mixer and getting them to work on wxDev-cpp is easy, the same with getting Opengl to work and winsock2. If i was you id go with wxDev-cpp.
I thik Code::Blocks is a very good IDE: you could select the compiler you want to use (for default MingW) it has a very good word completation tool which includes also C++ keywords (not only functions) and it works even when writing .rc files when you launch from it console applications, the console window stays automatically open and it displays the return value of the program