GCC with Visual Studio?

There is no GCC plugin for Visual Studio as the one for example for Intel C++, which allows Intel's compiler to be used as a drop-in replacement for Visual C++.

You can use Makefile projects which allows you to use any external tool you like (make, SCons, jam, whatever) to do your build. If you don't like Makefiles, you may want to look at CMake which allows you to generate Makefiles or Visual Studio projects from a much simpler description. This also means that you're not bound to Makefiles or Visual Studio projects, but can switch between them as you like.

See the thread "Use a gcc port to build programs with Visual Studio" in MSDN's forums for similar discussion.

You can use makefiles and also use WinGDB for better integration (including debugging)