Love 'em or hate 'em, MS does know how to make an IDE, and VC++ being the most popular C++ environment in the world made that an easy choice. However if someone would like to work on adding Code::Blocks support, we would absolutely be open to it.
When we do add DX support, we definitely intend to include HLSL support. Cinder is designed so no APIs are baked in to places they shouldn't be, so adding this should be possible without modifying much existing Cinder code. The one area I am aware of that breaks this rule (and there may be others I am overlooking) is qtime::MovieGl, which needs to be moved to a separate module eventually. We will also add qtime::MovieDx since QuickTime on Windows actually supports a hardware accelerated D3D path, surprisingly enough. If someone has extensive DX experience and would be up for undertaking this earlier, absolutely let us know.