I tend to compile with gcc, in a bash session, on Windows 7. I use Code::Blocks as my IDE of choice and one of my projects, well, quite a few, use the excellent OCILIB library for accessing Oracle databases, by Vincent Rogier. I can’t recommend this library highly enough.
However, it comes with a Code::Blocks project file to build 32 bit libraries, but I need 64 bits. Here’s how I do it.