According to the website of Bloodshed, it uses a GNU/GCC-compiler (Mingw port)


MinGW: A collection of freely available and freely distributable Windows specific header files and import libraries combined with GNU toolsets that allow one to produce native Windows programs that do not rely on any 3rd-party DLLs.
So I suppose GCC can be considered a good compiler that is used on both *nix and Win.

Greetings,