Here is a Jump start:
Download and install (Check the one bundled with Mingw)
www.codeblocks.org

Books:
Thinking in C++...

http://alleg.sourceforge.net/readme.html
it says alleg is for multimedia and games.
So to my understanding, it is simply aimed not at General GUI but geared to multimedia/games

Oh! Learning wxwidgets and C++ are easier, at least for me it have been. You use C++ codes. Only there are ready classes that you inherit to make your GUI and all the widgets. So with GUI, you must...

Go for wxWidgets. It is simple and have heavy documentation.
Go to :
www.wxwidgets.org
and
www.zetcode.com
With a bonus of free official book in Bruce Perens open source series, It is really...

Try Code blocks. It is another good C++ compiler.
http://www.codeblocks.org/

Also I heard somewhere that this is the updated version of non-updated devC++
http://wxdsgn.sourceforge.net/