I mostly prefer Code::Blocks IDE, which uses the MinGW (windows) compiler or GCC (linux). It even has a ready opengl sample application to get you started (no configuration or additional header files needed).
If, however, youre going for DX, i suppose only windows, then i think MS Visual C++ would be a bad idea. I just saw VC++ 2008 is available to download and i also did so (however, not many changes compared to previous 2005 version).
Gl with your game...




