C++ Compiler and other questions

What C++ Compiler should I use:
Bloodshed, Visual C++;

Visual C++ seems like it would be better because it was made by microsoft (xD lol on that one)
but I see a lot of people use Dev-C++. Why is that?

If your going to hack Visual C++ is that way to go because you can create DLL's. I haven't used Bloodshed but I recommend Visual C++.