Xmingwin For Cross Generation Applications
An anonymous reader writes "Xmingwin makes it practical to generate Windows programs from a Linux server. This column gives a recipe for setting up Xmingwin, outlines the most important reasons for doing so and shows you how to generate executables for multiple platforms -- including Windows DLLs -- from a single Linux source."
If you're looking to replace Visual Studio for programs that don't rely too much on the COM wizards and such, try out Dev-C++. It's pretty fast, too, and it uses GCC :-).