I currently develop in C++ on Windows, using Visual Studio 2010. After the official announcement of C++11, I have begun to use some of its features that are already available in
Consider the Intel compiler (or "Composer" as they seem to have taken to calling it) as another option. I'm not too sure where its C++11 support is at compared with MS (certainly it has lambdas), but it does integrate very nicely with VisualStudio (e.g different projects within a solution can use the Intel or MS compilers) and there's also been some efforts made to match the MS compiler commandline options.