Hey All,
When cross-platform development comes into mind, the best way to write software is to use a cross-platform IDE with a cross-platform compiler.
In this case, I choose to use CodeLite, with the MinGW compiler.
CodeLite is a very nifty little IDE, with a surplus of features, and can easily be extended either by writing plugins, or modifying the source code for personal use.
In order to quickly get a solution to using CodeLite, I used Code::Blocks to compile the SFML libraries using MinGW, and then included the compiled libraries into a CodeLite workspace.
Add the include files, the libraries into the CodeLite workspace settings, and you're good to go.
Both IDE's compile in MinGW and as such the SFML compiled libraries (static in my case) are compatible with both.
Hope this Helps!