The Microsoft compiler (after the November 2012 CTP) does have support for initalizer lists. But their standard library has not been updated to keep pace with the CTP. You will have to wait for a service pack.
Ideally, use both offerings instead of making it an either this or that but not both affair. The GNU compiler is ahead on language features, but their standard library is rotten. In contrast, Microsoft misses out on language features, but has an excellent standard library. The LLVM (clang++ with libc++) offering is ahead of both in terms of language and library features, but is quite a lot behind on optimization.