The Eclipse IDE (which is cross-platform and designed to have plug-ins written for) has a good C++ module called CDT (C/C++ Development Toolkit). Recently version 4.0 was released in tandem with the Europa release of Eclipse. It has been massively improved and gives much better Windows support.
In a quick note from "Gary's Bit Patterns" blog, "Now the lead developer of CDT, Doug Schaefer, has started a new project called CDT For Windows which aims to make it obscenely simple to install and run Eclipse+CDT on Windows. Check out his post announcing this here. This is a great step forward and I hope this works out well."