__gxx_personality_v0 is used in the exception handling of the C++ library. MinGW can support a couple different exception models on the x86: sjlj (setjmp/longjmp) or DWARF (DW2). As far as I know, which model will be used is compiled into the compiler - it's not something that can be selected with a command line option.
The sjlj exception model will link to __gxx_personality_sj0, the DW2 exception model links to __gxx_personality_v0.
There are multiple variants of gcc for Windows, which are incompatible with each other (different exception management, threading model, etc.). Make sure that you pick up the right package according to the version that you use. If you don't know, check which of the libgcc_s_sjlj-1.dll or libgcc_s_dw2-1.dll file you have in your MinGW/bin folder. If you're using the version of MinGW shipped with Code::Blocks, you probably have a SJLJ version.
If you feel like your version of gcc can't work with the precompiled SFML libraries, don't hesitate to recompile SFML, it's not complicated