cygwin or mingw to compile C++ swig projects on windows?

The answer is definitely mingw. 4 simple steps:

1. download swig
2. download mingw
3. add python, swig, mingw to environment variable PATH
   
4. do: python setup.py build_ext --inplace --compiler=mingw32

I have been able to compile it easily with cygwin but I had to download shit load of stuff and I haven't figure out how to use python windows packages and cygwin python package all togetter which was a show stopper for me.

Why was I looking to compile my C++ project on windows?

I want to use my C++ machine learning lib on a real-time video and the only package that was working to grab images in python was videocapture but it is only supported on windows. Now I have to compile my machine learning on windows...

If you want to compile swig C++ project, you need a compiler. If you don't have VisualC++, you are stuck with this error:
error: Python was built with Visual Studio 2003;
extensions must be built with a compiler than can generate compatible binaries.
Visual Studio 2003 was not found on this system. If you have Cygwin installed, you can try compiling with MingW32, by passing" -c mingw32" to setup.py.

At this point, you can try to download free visual C++ compiler or try mingw32 with sigwin. I tried a free visual studio 2003 package but I couldn't make it working. Then, I try cygwin with gcc and it was compiling but I couldn't use the compiled package outside cygwin. so I tried mingw32. The -c option doesn't work and "python setup.py build --compiler=mingw32" doesn't allow you to use your package inside python (i.e.: can't import _flayers in my context). Finally I tried python setup.py build_ext --inplace --compiler=mingw32 and it was working.

After a chat with Simon and Tristan that are doing video stuff on linux at the SAT, I discovered that they were grabbing video on Linux. They referred me to opencv which works perfectly. In my experimentation with opencv, I realized that Pygame is a million time faster to display video then matplotlib.

Swig, Mingw, OpenCV make Python so convenient!