I never targeted AROS, but for the others, I used a combination of vbcc and GCC running on Windows.
vbcc is great, but when compiled from source on Windows, the host binaries do not emulate the target's floating point environment. It's been years since I've done any Amiga programming, so I'm not sure how vbcc handles that today.
I usually built my own native GCC binaries from the adtools repository under MinGW. Cygwin is probably easier to manage, but at the time, Cygwin support for 64-bit Windows was very poor.
