Following two old posts (Cross-compiling windows applications under linux with wine and DevC++ and Compiling win32 binaries on linux) here another post on cross-compiling windows applications on linux.
DevC++ has apparently been droped by its creators, as it has been years since its last release.
After that I am willing to migrate some projetcs to Codeblocks. To not loose to much productivity, I am using a windows vitual machine (Virtual Box) to compile my windows projects, with DevC++, Codeblocks and Borland C++ Builder.
But what I want most is to do everything from my emacs window. Until I can do it so, I am using Codeblocks which is a multiplatform IDE, running on Windows, Linux and Mac.
Codeblocks has a target option to its projects. One can set diferent target platforms for the same project. The same project can be opened on diferent Codeblocks versions, linux and windows for example, and, with the propoer target configuration, be compiled for windows and for linux even folowing different kind of dependencies at each platform.
Codeblocks wiki has a simple, but nice, tutorial on cross compiling wxWidgets with codeblocks.