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.
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.