All of my personal projects are built on and for the Windows platform. And, as you can imagine, I have run into a few difficulties along my way. These things range from the pretty straight-forward to very cryptic. Some of the items covered are hard to find errors or unexpected surprises that I ended up banging my head against for a good chunk of time, so hopefully you won't have to.
I use Microsoft Visual Studio .NET on a daily basis: we use it in the Experimental Game Lab to develop plugins for Maya, it is our primary development environment at High Moon Studios, and I use it for all my personal and academic projects. In short, I don't write any code unless it's in the Visual Studio IDE. I have collected quite a few resources over the years concerning Visual Studio and have compiled them here. I hope you find them as useful as I did.