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I have a prepackaged solution for exactly this: w64devkit. It includes Vim, standard unix tools, GCC (C and C++), and GDB in a single .zip. Go to "Releases", grab w64devkit-1.10.0.zip (current release, 65MB), unzip anywhere, and then run w64devkit.exe. It runs straight out of the unzipped directory, no installation needed.
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.