For the sake of your patience, don?t use Cygwin. It?s hell difficult to configure and make it run properly. I?ve heard bad things about it too lol
But if you just want an editor, Dev-Cpp may be the best choice. It?s easy and comes with Mingw (that?s way better than Cygwin). You could also download Mingw separatedly and integrate it with Dev-Cpp by just adding its folders o the editor?s compiler configurations (there?re several other tricks to make it work too lol).
Another editor i like is Eclipse, because it has a better visual (reminds a bit of those M$'s VS tools) and it can adapt to almost any language you want. All you have to do is to find the right plugin for your needs. Like, i use it to edit my Ruby projects' files, and it integrates with my Ruby installation. I?m not really sure if it?s suited for editing a compiled language like C or C++ (seen most of its plugins works with dynamic languages), but i?ve seen a couple of separate programs that edits and compiles C/C++ source code (like the Palm OS Developer Suite, that?s built up on Eclipse).
Much talk, now download Dev-Cpp xD