I had a few problems installing wxDev-C++ on Vista. Here's how I solved them:
-Add Dev-Cpp\libexec\gcc\mingw32\3.4.2 as the second include in Tools|Compiler Options|Directories|Binaries
-Add Dev-Cpp\Include as the second include in Tools|Compiler Options|Directories|Resource Includes
-Remove all cygwin and dev-cpp from the PATH. (probably not necessary)
-Install to a directory name without a space. (probably not necessary)
That's it. Here's some example of compile logs I saw without these set:
First error:
Second errorCompiler: Default GCC compiler
Building Makefile: "C:\code\wxhelloz\Makefile.win"
Executing make clean
rm -f Output/MingW/Project1App.o Output/MingW/Project1Frm.o Output/MingW/Project1_private.res Output/MingW/Project1.exe
g++.exe -c Project1App.cpp -o Output/MingW/Project1App.o -I"C:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include" -I"C:/Dev-Cpp/include/c++/3.4.2/backward" -I"C:/Dev-Cpp/include/c++/3.4.2/mingw32" -I"C:/Dev-Cpp/include/c++/3.4.2" -I"C:/Dev-Cpp/include" -I"C:/Dev-Cpp/" -I"C:/Dev-Cpp/include/common/wx/msw" -I"C:/Dev-Cpp/include/common/wx/generic" -I"C:/Dev-Cpp/include/common/wx/fl" -I"C:/Dev-Cpp/include/common/wx/gizmos" -I"C:/Dev-Cpp/include/common/wx/html" -I"C:/Dev-Cpp/include/common/wx/mmedia" -I"C:/Dev-Cpp/include/common/wx/net" -I"C:/Dev-Cpp/include/common/wx/ogl" -I"C:/Dev-Cpp/include/common/wx/plot" -I"C:/Dev-Cpp/include/common/wx/protocol" -I"C:/Dev-Cpp/include/common/wx/stc" -I"C:/Dev-Cpp/include/common/wx/svg" -I"C:/Dev-Cpp/include/common/wx/xml" -I"C:/Dev-Cpp/include/common/wx/xrc" -I"C:/Dev-Cpp/include/common/wx" -I"C:/Dev-Cpp/include/common" -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fno-rtti -fno-exceptions -fno-pcc-struct-return -fstrict-aliasing -Wall -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fexpensive-optimizations -O3
g++.exe -c Project1Frm.cpp -o Output/MingW/Project1Frm.o -I"C:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include" -I"C:/Dev-Cpp/include/c++/3.4.2/backward" -I"C:/Dev-Cpp/include/c++/3.4.2/mingw32" -I"C:/Dev-Cpp/include/c++/3.4.2" -I"C:/Dev-Cpp/include" -I"C:/Dev-Cpp/" -I"C:/Dev-Cpp/include/common/wx/msw" -I"C:/Dev-Cpp/include/common/wx/generic" -I"C:/Dev-Cpp/include/common/wx/fl" -I"C:/Dev-Cpp/include/common/wx/gizmos" -I"C:/Dev-Cpp/include/common/wx/html" -I"C:/Dev-Cpp/include/common/wx/mmedia" -I"C:/Dev-Cpp/include/common/wx/net" -I"C:/Dev-Cpp/include/common/wx/ogl" -I"C:/Dev-Cpp/include/common/wx/plot" -I"C:/Dev-Cpp/include/common/wx/protocol" -I"C:/Dev-Cpp/include/common/wx/stc" -I"C:/Dev-Cpp/include/common/wx/svg" -I"C:/Dev-Cpp/include/common/wx/xml" -I"C:/Dev-Cpp/include/common/wx/xrc" -I"C:/Dev-Cpp/include/common/wx" -I"C:/Dev-Cpp/include/common" -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fno-rtti -fno-exceptions -fno-pcc-struct-return -fstrict-aliasing -Wall -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fexpensive-optimizations -O3
windres.exe --input-format=rc -o Output/MingW/Project1_private.res --include-dir "C:/Dev-Cpp/include/common" Output/MingW/PROJEC~1.RC -O coff
gcc: installation problem, cannot exec `cc1': No such file or directory
windres.exe: no resources
mingw32-make.exe: *** [Output/MingW/Project1_private.res] Error 1
Execution terminated
Executing make clean
rm -f Output/MingW/Project1App.o Output/MingW/Project1Frm.o Output/MingW/Project1_private.res Output/MingW/Project1.exe
g++.exe -c Project1App.cpp -o Output/MingW/Project1App.o -I"C:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include" -I"C:/Dev-Cpp/include/c++/3.4.2/backward" -I"C:/Dev-Cpp/include/c++/3.4.2/mingw32" -I"C:/Dev-Cpp/include/c++/3.4.2" -I"C:/Dev-Cpp/include" -I"C:/Dev-Cpp/" -I"C:/Dev-Cpp/include/common/wx/msw" -I"C:/Dev-Cpp/include/common/wx/generic" -I"C:/Dev-Cpp/include/common/wx/fl" -I"C:/Dev-Cpp/include/common/wx/gizmos" -I"C:/Dev-Cpp/include/common/wx/html" -I"C:/Dev-Cpp/include/common/wx/mmedia" -I"C:/Dev-Cpp/include/common/wx/net" -I"C:/Dev-Cpp/include/common/wx/ogl" -I"C:/Dev-Cpp/include/common/wx/plot" -I"C:/Dev-Cpp/include/common/wx/protocol" -I"C:/Dev-Cpp/include/common/wx/stc" -I"C:/Dev-Cpp/include/common/wx/svg" -I"C:/Dev-Cpp/include/common/wx/xml" -I"C:/Dev-Cpp/include/common/wx/xrc" -I"C:/Dev-Cpp/include/common/wx" -I"C:/Dev-Cpp/include/common" -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fno-rtti -fno-exceptions -fno-pcc-struct-return -fstrict-aliasing -Wall -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fexpensive-optimizations -O3
g++.exe -c Project1Frm.cpp -o Output/MingW/Project1Frm.o -I"C:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include" -I"C:/Dev-Cpp/include/c++/3.4.2/backward" -I"C:/Dev-Cpp/include/c++/3.4.2/mingw32" -I"C:/Dev-Cpp/include/c++/3.4.2" -I"C:/Dev-Cpp/include" -I"C:/Dev-Cpp/" -I"C:/Dev-Cpp/include/common/wx/msw" -I"C:/Dev-Cpp/include/common/wx/generic" -I"C:/Dev-Cpp/include/common/wx/fl" -I"C:/Dev-Cpp/include/common/wx/gizmos" -I"C:/Dev-Cpp/include/common/wx/html" -I"C:/Dev-Cpp/include/common/wx/mmedia" -I"C:/Dev-Cpp/include/common/wx/net" -I"C:/Dev-Cpp/include/common/wx/ogl" -I"C:/Dev-Cpp/include/common/wx/plot" -I"C:/Dev-Cpp/include/common/wx/protocol" -I"C:/Dev-Cpp/include/common/wx/stc" -I"C:/Dev-Cpp/include/common/wx/svg" -I"C:/Dev-Cpp/include/common/wx/xml" -I"C:/Dev-Cpp/include/common/wx/xrc" -I"C:/Dev-Cpp/include/common/wx" -I"C:/Dev-Cpp/include/common" -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fno-rtti -fno-exceptions -fno-pcc-struct-return -fstrict-aliasing -Wall -D__WXMSW__ -D__GNUWIN32__ -D__WIN95__ -fexpensive-optimizations -O3
windres.exe --input-format=rc -o Output/MingW/Project1_private.res --include-dir "C:/Dev-Cpp/include/common" Output/MingW/PROJEC~1.RC -O coff
In file included from Output/MingW/../../Project1App.rc:10,
from Output/MingW/PROJEC~1.RC:3:
C:/Dev-Cpp/include/common/wx/msw/wx.rc:16:21: windows.h: No such file or directory
g++.exe Output/MingW/Project1App.o Output/MingW/Project1Frm.o Output/MingW/Project1_private.res -o "Output\MingW\Project1.exe" -L"C:/Dev-Cpp/Lib" -mwindows -lwxmsw28 -lwxmsw28_gl -lwxtiff -lwxjpeg -lwxpng -lwxzlib -lwxregex -lwxexpat -lkernel32 -luser32 -lgdi32 -lcomdlg32 -lwinspool -lwinmm -lshell32 -lcomctl32 -lole32 -loleaut32 -luuid -lrpcrt4 -ladvapi32 -lwsock32 -lodbc32 -lopengl32
Execution terminated