Staying on top of what the clang guys are doing for Windows is a good idea. The last two releases 3.6 and 3.7 show a commitment to the product but still some holes: MSVC C++: /Z7 but not quite /Zi debug information, not quite compatible with MSVC C++ exceptions (but Windows SEH works) meaning this is more like an auxiliary build tool at the moment than something you can build any running product on. I concur with the problems with exceptions at the moment.
I haven't got the strakh to post more than two links but the intervening weekly notes, have lots of interesting snippets including the coming of lldb to Windows and (if you care for this sort of thing) a longer post on compiling for CLR on Windows. Either way, looking at blog.llvm.org regularly is a good idea to keep this answer current.