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Whichever developer works well for you and you're comfortable with is the one you should use. I use several different compilers depending on what type of project I am currently working on. Borland, .NET, DevC++ are all viable choices. Just make sure if you decide to play around with DirectX you get the libraries associated with them. I'm sure you can get the latest SDK from the Microsoft website and be sure to include them in the path of your libraries in your IDE otherwise you'll get linker errors.
A friend of mine actually made a space shooting game for a class he was taking, he wrote it in Java over the course of about a week or so. I'll try to find a link to it to give you some ideas.
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