wxDev, like most the open source IDEs, usually works with the GCC compiler. So you're really asking whether or not wxDev_++ is a good (integrated) development environment, and if not which one you should be using instead. If you do switch to Code::Blocks, CodeLite, etc. you'll more likely than not end up with the same compiler.
(Unless you're on Windows and defect to Visual Studio--or C++, depending on version--Express, which uses the Microsoft compiler, or on OS X, which I believe uses Clang.)
If you have't already done so, see this article:
Compilers, IDEs, Debuggers and the Jazz
http://www.cplusplus.com/articles/j8hv0pDG/
Jan 2009
and this one (which is about the orignal Dev-C++ , not wxDev-C++ or any of the other up to date forks.)
Why we've deprecated Dev-C++
http://www.cplusplus.com/articles/36vU7k9E/
Feb 2011
Then, for more than enough opinons on this subject, see one of the posts below. Or search this site (or the web) with any pair of IDE names (e.g. wxDev++ versus CodeBlocks)
I so know that Code::Blocks has a loyal following on this site. I currently use Visual Studio for Win32-specific development and CodeLite for cross-platform.
Andy
Some threads...
wxDev-C++ or Code::Block
http://www.cplusplus.com/forum/beginner/66269/
Apr 2012
http://www.cplusplus.com/forum/articles/7263/
Compilers, IDEs, Debuggers and the Jazz
Jan 2009
The best enviroment for C++
http://www.cplusplus.com/forum/lounge/33955/
Jan 2011
I can't decide!
http://www.cplusplus.com/forum/general/20678/
Mar 2010