To be honest, the only thing you can be realistically expected to do is probably support the version included with Code::Blocks, and expect anybody using any other release of Mingw to understand how to build from source...
Well it's a shame, that Code::Blocks uses the TDM build and not the official one (okay granted the official one only recentely updated to GCC 4.72), because TDM's default linking behavior for the runtime is static and if you want shared linking, you'll have to use
-shared-libgcc -shared-libstdc++ and the compiler might error out when you use
-static-libgcc -static-libstdc++, which is basically against all the other GCC based compilers. And not even SFML's build script supports this (I'm using a work around for my builds).
I'd at least support the official MinGW branch and since most of the people are too lazy MinGW TDM.
For the x64 based MinGW compilers, although there's an official source release, there isn't an official binary release, so you'd have to support an automatic build or rubenvb's build, if you'd want to produce a x64 builds.
Are all these MinGW versions really incompatible? It starts to make a really big set of downloads just for one compiler on one OS...
I haven't really tested them, but given that each of them are built completely different, I wouldn't suspect one to work with the other. I've tested MinGW 4.7.2 + MinGW TDM 4.7.1 which don't play nice due to sjlj.
I don't know what to do for SFML 2.0.
Support which every you feel is important enough. Personally I wouldn't mind building SFML for every single compiler, since it's really quite easy to do. Download compiler, unpack, start cmd, add compiler path to PATH with the provided bat file, build SFML (of course this step gets even easier with my scripts
).