Detailed Windows build instructions, using MinGW (64-bit):
Install MinGW and the MSYS Developer Tool Kit (http://www.mingw.org/)
* Choose C, C++ and MSys on install and select to have it update its libraries
* Install into C:\MinGW
* Add C:\MinGW\bin and c:\MinGW\msys\1.0 to your path
Download MinGW64 from http://sourceforge.net/projects/mingw-w64/files/Toolchains%20targetting%20Win64/Automated%20Builds/
* Choose mingw-w64-bin_i686-mingw_20111220.zip
* Extract ZIP to C:\MinGW64
* Add C:\MinGW64\bin to your path before C:\MinGW\bin
Install libcurl devel (http://curl.haxx.se/download.html)
* download curl-7.30.0.tar.gz from http://curl.haxx.se/download.html and put it in C:\deps\
* launch an MSYS shell and enter the following commands (the configure step will take a long time!)
cd /c/deps
tar -xvzf curl-7.30.0.tar.gz
cd curl-7.30.0
./configure --host=x86_64-w64-mingw32 –-prefix=/c/mingw64
make
make install
cp /c/deps/curl-7.30.0/docs/libcurl/libcurl.m4 /c/mingw/share/aclocal/libcurl.m4
Install pthreads
* download pthreads-20100604.zip from http://sourceforge.net/projects/mingw-w64/files/External%20binary%20packages%20%28Win64%20hosted%29/pthreads/ and put it in C:\deps\
* unzip the file to c:\deps\
* In the mingw64 subdirectory is pthreads-w64.zip - extract the contents to C:\MinGW64
In the MSYS shell, navigate to the CPUminer source code direcctory
* You will likely get higher hashrates by forcing the compiler to build the executable for your
specific CPU architecture. This is done by adding "-march=" into the CFLAGS. Those
values can be found at http://gcc.gnu.org/onlinedocs/gcc/i386-and-x86_002d64-Options.html
common choices for intel are : core2, corei7, corei7-avx
common choices for AMD are : athlon-fx
* Execute the following (replacing the value of -march with the value for your CPU type)
./autogen.sh
./configure --host=x86_64-w64-mingw32 CFLAGS="-O3 -march=core2 -DCPU_X86_FORCE_INTRINSICS"
make
Strip minerd.exe
* In a command prompt, in the compilation directory, execute the following
x86_64-w64-mingw32-strip minerd.exe
Combine the executables with the dependencies
* copy minerd.exe, C:\MinGW64\bin\libcurl-4.dll, and C:\MinGW64\bin\pthreadGC2-w64.dll to the same directory
Architecture-specific notes:
ARM: No runtime CPU detection. The miner can take advantage
of some instructions specific to ARMv5E and later processors,
but the decision whether to use them is made at compile time,
based on compiler-defined macros.
To use NEON instructions, add "-mfpu=neon" to CFLAGS.
x86: The miner checks for SSE2 instructions support at runtime,
and uses them if they are available.
x86-64: The miner can take advantage of AVX and XOP instructions,
but only if both the CPU and the operating system support them.
* Linux supports AVX starting from kernel version 2.6.30.
* Mac OS X added AVX support in the 10.6.8 update.
* Windows supports AVX starting from Windows 7 SP1 and
Windows Server 2008 SP1.
The configure script outputs a warning if the assembler
cannot compile AVX or XOP instructions. In that case, the miner
can still be built, but unavailable optimizations are left off.
Also been throwing some hashing power at it, and have obviously noticed how difficult things have got for GPUs. The gap between my graphics card and my i7 is pretty small! AWS instances can do fairly well at the moment if purchased for a decent spot price. My pool is down for now so I've been mining on yac.coinmine.pl 
