I've often read that it is pronounced "ming double-you", but this seems counter-intuitive - it is capitalized MinGW, so shouldn't it be pronounced "min gee double-you"? At least, that's what seems intuitive to me...what do you say?
Im glad you bought this up, people on youtube in beginner vids sometimes say something really strange that has wound me up every time i thought of it they say "ming-oow" (but the oo is a strange unnatural mouth noise cos they are just putting a 'w' on the end of "ming" )
I definitely pronounce it Ming-woo. Just seems right to me. Sounds weird looking at it, but I believe that's the way it should be pronounced. If I'm really in doubt, I just type it or text it to people to prevent from sounding dumb if I'm wrong or say the g++ version on Windows :D
The name is just like how it sometimes works -- slightly unintuitive (plus, everyone seems to do their own thing with it -- no standardization). I simply call it the Non-Microsoft Windows compiler, or NMSWC for short. Once If clang gets to the point where it's usable on Windows, I'll have to change my terminology.
"Usable" as in you can attempt to build it with mingw and finally get it to work after weeks of fiddling around, or "usable" as in distributed binaries that are guaranteed to work out of the box? I've heard some good things about klang, but getting it to work with Windows was not one of them.
I usually prefer to use the tools for making myprojects, not make a project out of making the tools, if you know where I'm coming from.
All I had to do was install MinGW and then install the version of clang for MinGW, then add the bin folders to my path variable. It's been working without problems for me on multiple machines (XP, Vista, 7). I just use clang++ in a batch file, and that's my project ;p