After I got the SFML tip from someone among you I decided to try it on both Windows and Unix platforms. The Visual Studio 2008 tutorial on the SFML site works like a charm, however I noticed that for Unix there is only one tutorial and is for gcc/g++. After managing to install the libraries for gcc/g++ and run the example I thought "What about an IDE that can compile SFML stuff?". Browsed the net for a few days and finally I got MonoDevelop to work, tested the test code on the SFML site and it works :D
Here is what you need to do in order to get Mono Develop to work:
After creating an C++ project [note, MonoDevelop needs to use gcc/g++ compiler (by default is set like that)], click on <project name> in the Solution Explorer (by default is on the left side, and the first line is "Solution <project name>"), then go to Project -> <project name> Options (last in the submenu).
A window should pop up with lots of options on the left side, go to Build -> Code Generation and type in the Extra Linker Options text area what ever SFML libraries you're using (in the test code on their site is just -lsfml-system). Both debug and release should have those extra linker options. After doing that, click ok and it should compile.
It doesn't bother me, it works well with C++ (as far as I've used it). I've used Eclipse CDT and it gives some weird errors sometimes and decided to not use it for C++ stuff.
I just installed CodeBlocks on Ubuntu and I noticed it has SFML stuff, thanks for the info.