This is known as an IDE. A compiler just takes the name of a file and makes an exe, it doesnt include an editor. For Windows the best IDEs are Visual Studio (which is made by Microsoft), Code::Blocks, and Eclipse. I don't know about eclipse but I know Visual Studio and Code::Blocks include a compiler with them. Id recommend you download Visual Studio 2010 Express edition to start.
Alternately, there are lots of text editors that you can code in, such as Notepad++ which you can also configure to run a compiler, or even just open a command prompt to run the compiler from
Dev-C++ is at least as good as Code::Blocks, I would say. Definitely better than Eclipse in my opinion. So ye, I recommend Dev-C++ if you, like me, think Visual Studio feels too cumbersome.