I usually choose GLEW for handling opengl extensions, and glfw for the basic window / user input handling. Both of them are simple and stable APIs. If you want a more complete experience, SFML is also a good choice for windowing / input handling, and it works well together with glew.
I don't think using code::blocks is a good idea, if your primary development platform is windows, visual studio could be your main tool, and you can use visual studio code for the other platforms if you need to do some quick work there. (or atom, or sublime, whatever is your taste) Also check out cmake, waf or scons for building your application.