Got a Macbook for programming, did I make a mistake?

I’ve used Windows all my life, I loved Vista and everything but I’ve heard a lot of good stuff about Macs, too. I generally only program in C++ (game programming) and I can’t seem to find any good compiler that works on Mac. Anyone have some suggestions? I’ve tried Xcode (too confusing), Eclipse (getting weird errors) and Netbeans (can’t setup C++ in the IDE). I miss the simplicity of downloading an IDE on Windows and having it work the first time without further hassle. Am I missing something? And out of personal preference, which OS do you prefer for programming?