embedding and extending on windows

[rusi]

A client wants to 'be lectured' on extending and embedding python on
windows.
I am familiar with this (or was until python2.3 or thereabouts) on
linux -- never done it on windows.

Can some kind soul point me to some link on the issues/pitfalls re
this?

I see three choices:
1. Us MS C for the C extensions

2. Use cygwin
    Recompile python from sources
    Use gcc for the extensions

3. Mix gcc extension + precompiled python (and pray!)

-- If we use ctypes do we need to rely less on prayer?
-- What goes wrong with python compiled with gcc? [Ok let me guess I
have to compile everything else thereafter? Any other warnings?]