There are two that I would reccomend for windows, the best environment would be microsoft's visual c express 2008, it would probably be worth a fresh download as it sets its self up now to a large extent (you had to tweak install the platform SDK by hand before, which you will need if you are going to write windows applications).
You can get it here;
http://www.microsoft.com/express/vc/The other thing which will get you off the blocks a lot faster is bloodsheds Devc.
Devc runs straight out of the blocks and is fine for you to write console applications (essential so you can learn the syntax of C++).
Devc:
http://www.bloodshed.net/devcpp.htmlIt's what I used when I was learning the fundamentals of C++, I found it perfectly adequate and easier to use the environment than visual studio (although you will come to love visual studio more after using it for a while).
As for an Amiga C++ Compiler, well, someone else will give you better advice, the only things I used on the Amiga were Amos and Devpac, and I was never any good at either of them
