I used Bloodshed's Dev C++ forever, but now use MS VC++ 2008 Express edition. It's free, it's professional, and I got tired of the "I hate Microsoft" mindset. For god's sake, it's a windows world people! lol So I finally bit it and began to work with windows programming and tools.
VC++ 2008 Express Edition is a very intuitive IDE, and it gets the 'Matt Thumbs Up'
I tend to stick with my good old Delphi 5 IDE (*gasp*) to edit everything and compile most of my stuff with the GCC.
Of course, I also play around with the CodeGear C++2006 Explorer, which is pretty nice, and the MS one Grey Wolf mentioned. I understand Comeau has the nicest C++ compiler out there, but alas, I'm a poor boy.
Not to go completely off-topic (well, ok, maybe a little), have any of you ever played with Boost? Its amazing. A lot of it is going to wind-up in the STL for C++0x.
I'm a noob but my class uses devc++ and I have code::blocks installed on Ubuntu (linux). That guy who says it's a windows world hasn't been keeping up with the open source news and how many major organizations including the NYSE and the NAVY are switching to opensource software solutions. I would not use an IDE that is limited to one OS. BTW, I don't hate windows, I just don't have love for them like I do for linux and the open source community that is slowly but surely catching up.