Elizabeth Smith has set out on something she calls the Great Compile Project - her effort to get all dependencies for PHP and PECL compiled on (at the least) Visual Studio 2005 transparently and provided openly.
Anyone crazy enough to help out is more than welcome. I'm currently working on the GTK dependency stack, which will hit quite a few PHP dependencies and PECL extension dependencies in the process. And yes I'd love to submit my hacks/fixes upstream, if someone could find me some information (where do you send libiconv patches?)
Her post mentions some of the things she's already been working on to help further the cause - compiling various Open Source libraries, figuring out issues surrounding MiniGW and some examples of more complex dependency issues she's come across.