I've done my own window/context-creation and extension-loading code.
Not because it's any better than the available libs but because I like to be in control and know what's happening under the hood.
If you just want to get your stuff done, glut + glew have proofed to work.
The only purpose of glut is to open a window - there are many alternatives but none of them does that noticably better.
If file-size is of any concern,
IQ's framework is a popular choice.