If I were you, I would try to use a multi-solver interface such as Osi (C++) or PuLP (python) so that you can write your code once, and test it with many solvers.
If the integer programs you are going to solve are huge, I would recommend python over C++, because you code will look cleaner and 99% of the time will be spent in the solver.
- https://projects.coin-or.org/Osi
- http://code.google.com/p/pulp-or/
If, on the contrary, the problems are small, then the time for copying the problems from python's memory to the solver (back and forth) is not to be neglected anymore: in that case you may experiment some noticeable performance improvements using a compiled language.
But if the problems are overwhelmingly enormous, then compiled languages are going to win again, because the memory footprint will be roughly divided by 2 (no copy of the problem in python).
