Yea, I would actually consider cross-compiling for Windows with Fedora. While I'm generally not a fan of Fedora, it seems to have the best cross-compiling support. This is what we use for Quake2World -- we have a Fedora box running Jenkins and cross-compiling for Windows. Here are our build scripts, if it's of any use to you:
MingW cross compilation on Fedora:
https://github.com/jdolan/quake2world/t ... ingw-crossContinuous integration scripts to drive the build through Jenkins:
https://github.com/jdolan/quake2world/t ... rt/jenkins