I am new to CUDA, and just have a little python experience. I was able to get the PyCUDA demos to run on Windows using MinGW. I added to the Windows installation instructions at http://wiki.tiker.net/PyCuda/Installation/Windows.
I am not sure if there are any python or PyCUDA issues that might arise from instructing distutils to use the mingw32 compiler. The demos appear to work OK, except for some out of memory errors that I think are related to my puny laptop graphics card. For now, MinGW seems to be a decent option. Let me know if you have any questions, or can foresee any issues with this option.
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