Developing programs: Compilers and other options

Ok, well, I have a few questions to ask, and figured I'd check one of the few forums I know of that program.
First off - MinGW or Cygwin, which is better, can I use both?
also relating - I need a good guide to set either up, sure the ones on the sites are fine, but, I'd like one that tells me what I need, and what changes I need to make (I know I need to change a few environment variables or something) and WHY.

Next up, anyone develop on Linux? (cross compiling) if so, I use virtual machines, and would it be more beneficial to use cross compiling? if so, nice guide would be needed, and if anyone knows a specific distro orientated for a programmer (This would be a secondary choice to allow me to compile away from home using SSH)

GUI - I know I can't use visual studio, I've heard codeblocks is good, and I've used eclipse while doing robotics programming, but I'm not sure the environment suits me

Going for C/++ (more the ++)

Anything about game programming etc. that people have advice on, let me have it, Thanks in advanced to anyone that can help!

edit: I mean developing games using C/C++ I don't really wanna use flash, it wouldn't be hosted online, and it'd be a very large game.

Secondly, I'm not developing FOR Linux, I'd be developing on it.
Nor will anything I develop be necessarily portable (although I do plan on trying my hardest to make anything I make available in a portable form)