I am writing an IDE that comes with mingw and allegro already setup. It is just for writing games in Allegro. I believe this will help alot of people who can not get Allegro running with there compiler. If anyone shows interest in this project I will complete it soon. Right now it only supports one file, but later versions will be multi-file, and have the ability to compile console and windows programs.
Here is a screenshot http://www.ciusa.net/~jrgrant/jgide.jpg.