I would try to find a setting in VS that makes your executable backwards compatible with older versions of windows - to eliminate the need for end-users to download and install any external stuff (regardless of what version of windows they are on).. I'm not sure if there is such a thing, but I think it would be pretty ignorant on Microsoft's part to not include an option for developers to make their programs compatible with a larger number of end-users' machines. Then again, Microsoft does want to eradicate all legacy support and increase its stranglehold on EVERYTHING, from what I can tell.
Personally, I use MinGW Developer Studio, which is a discontinued IDE for the MinGW compiler. It simplifies everything and allows me to produce native win32 exe's that run on any version of windows from 95 to 8 (depending on what features I implement). It's like a less-buggy version of DevC++, that includes code folding (yay).
As for the SDL situation, you will always be required to package the SDL dlls with your program, that's just the nature of SDL, and for some, a motivating factor to develop native win32 apps (I settle for distributing the DLLs with my programs).