Man, I just put in the latest version of MinGW (5.1.3). Result? 900kb+ for a "Hello World" exe. I compiled the exact same code on a Linux box with GCC; the result was 6.5kb. Is there anything I can do to trim the fat?
It's not bloat. On your linux box, your "Hello World" ELF is dynamically linked to C++ libraries known to be on your system.
You can't generally make the same assumption on Windows, so GCC statically links _everything_ into your EXE. If you want a smaller EXE, use dynamic linking.