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Following some note by Mike somewhere in the luajit source code, I've actually started using the Windows DDK (not SDK). With it I can compile luajit (dll and executable using that dll) which links with MSVCRT.DLL and can work back to Windows 2000 (it takes some little tweaking though).
The WDK (Windows DDK) misses sometimes certain C++ things, so other libs I have to compile with it requires some minor tweaking (ZeroMQ for example, and AntTweakBar). 

But general with little bit of experience compiling for Windows it's doable.
I'm hard-core cygwin user, but I refuse to compile my stuff with it. And mingw somehow does not work very well with it. And mingw32 and mingw64 are often different, but are fine choice like msvc. Mike has some notes what in terms of errror handling (exceptions) is possible with each compiler/runtime. 

Really not a rocket science. I wish that was the hard part!

On 9/14/11 10:18 AM, Enrico Colombini wrote:

On 14/09/2011 5.11, Gerry Weaver wrote:

Well... since the topic of this thread was originally about LuaJIT on
Windows, I would direct you to the LuaJIT website. Under the
installation instructions you can find a link to the free Microsoft
Visual C++ 2010 Express compiler. You can also just follow the link
below. It installs just like any other Windows application. Just give it
a shot and let me know if you have any problems ;-)


Last time I looked (2005 version), you couldn't compile to a portabile
..exe with the Express version, or more exactly you could by getting
through another large installation (SDK) and a hairy configuration
process. I hope things have changed since then.
Besides, Visual C++ Express is bulky and intrusive: unless I am
mistaken, it also installs a database server and changes many file
associations without giving any choice. Not all users would like that.

I'd rather follow the first of Mike's suggestions and just use MinGW
(Code:Blocks could be a simple one-stop choice).