I'm going to start learning how to program applications for Windows. I'm not sure what compiler I should use. Right now I'm using the Code::Blocks IDE 10.5 and got used to it and would like to stick to it.
I don't know if I should use the GNU GCC compiler or the MSVC++ 2008 compiler. Is there any reason to pick one over the other when creating a Win32 GUI project?
And how can I tell the compiler/linker to look in the Windows SDK directory instead of it's own directory?
You can use any of those with Code::Blocks. Pick the one you like the most. As for telling the tools about the Windows SDK, right-click your project and pick "Build options...":

Add <SDKPath>\include (C:\Program Files\Microsoft SDKs\Windows\v7.0A\Include on my machine) to the compiler directories, and to linker directories add <SDKPath>\lib (C:\Program Files\Microsoft SDKs\Windows\v7.0A\Lib on my machine)
+1 to Visual Studio. You'll handly find anything better than this for Windows. You can also use comand line gcc / g++ from Cygwin console, but I still use VS as the code editor. You'll get VS2008 Express for free here:
http://www.microsoft.com/express/Downloads/
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