C compilers

This is newbie of me but I just want some opinions. I've searched for a compiler but I feel overwhelmed and confused on what's the best to use.

So.. my question is; What in your opinion is a good compiler to use for fooling around in C?

>>21 i never had a problem installing it on Win 2k or XP (not that should mean anything, just saying).  All that was necessary was to unzip the files into a directory and then add/change two  System Environment Variables (much the same as $PATH on un*x).  i guess i've been using djgpp since i had Win95 and there wasn't much reason for changing.  though i haven't tried cygwin (i have linux on another parition) i could see how that would work pretty niftily.