Frank,
Just to be clear, you can do all of this with Dev-C++. It has a builtin editor, you can compile, build, run from inside the IDE. The only problem with it is the command window pops up and closes so quickly after you run. I have the solutions to this in page 1 of this. Alternately, you can put cin.get(); in front of return 0;
Dev-C++ is free, light, constantly updated and I think it should get a fair chance. If you get Visual C++ 6, Stuido for free and can put up with its problems, then use it.
Cygwin is a linux environment simulator. You can use all kind of linux commands with this program, you can compile by using gcc test.cpp and run by ./test.exe. If you ever worked with Linux or ever will, this is the way to go.
Emacs is an alternative choice as an editor. It's extremely powerful but the learning curve is so steep. I use it mostly for latex but I found it's nice for coding too.
At the moment, I use Dev-C++ and cygwin in combination. I will move to full pledge Linux soon.
If you have further questions regarding Visual C++ 6, I'm afraid I don't know much about it to give any advice.