You can Get Turbo Delphi and Turbo C++ Builder explorer editions for free, and you can develop with them native application that you can have only .exe file without any dependencies on any windows version from (win98 to win7), both of them include more than 200 components, and you can use more (without installing to IDE that the only restriction), and you develop with them free and commercial software.
Delphi is the most RAD(Rapid Application Development) IDE that you can use to produce windows application in very easy and efficient way, you get fast developing application with fast execution time compared to speed of C++.
Another option to use Lazarus IDE, which based on FreePascal compiler, so you can have your application running on windows/linux/MacOS/Unix and more.