Running VIM on Windows and the beginnings of an IDE

I'm testing a wxPython application on Windows image running inside a VirtualBox environment. I didn't want to be bothered with setting up a full Eclipse instalation, so I've started the development in GVim (the edits I need to do are short so I don't need to depend on the full IDE). So far, I have installed and used the following scripts and plugins:

• EasyGrep, to search through the "project". I like the quick search based on the current word (\vv) and the scratch and options window, accessible with the :GrepOptions command
• NerdTree, although there are numerous alternatives. VimCommander is another alternative that I've been using. I have created a bookmark to the root of my project and I use "cd" to change the current directory to it (for use with EasyGrep). I open the files in new tabs (using t, or T, if I want them opened in the background). I like the fact that the basic info for the commands are easily accessible (using ?), and it can be configured to filter files (for example, I don't want .pyc files showing up).
• sessionman, to save the opened files for quick access. SessionSave, SessionList, etc. It just works.

Now, on the topic of Windows development: for me, this desktop environment is clearly not as productive as Linux. The lack of desktops and the stupidity of the open dialog (no bookmarks!) makes it cumbersome. There is a bug in the vimball plugin, which means I also can't install vimballs and I have to hunt for the source or zips. The console (cmd.exe) is plain stupid and the console2 replacement is no match to Konsole or yakuake. The default gvim package doesn't come with python bindings (autocompletion doesn't work), so I'll have to hunt for one that does, if I want more advanced integration with python.