You have several choices for compiling the Source SDK:
- Visual Studio 2013 — officially-supported compilers for SDK 2013, works the best for it.
- Visual Studio 2010 / Visual C++ Express 2010 — needs a manual fix for Alien Swarm SDK, but works best for it.
- GCC — which is used to compile Linux Dedicated Servers.
If you own a copy of Visual Studio you'll probably want to use that, and if you're compiling for Linux you don't have a choice to make, which leaves only the Express editions and the free but non-commercial Community to choose between. Differences between the free Express 2013 for Windows Desktop and Professional/Premium/Ultimate most likely won't be a concern of yours. If you are a current student though you can get a free copy of the Professional edition from Microsoft.
- SDK 2013 users should read this
- Visual C++ Express 2005 users need to download the Windows SDK (Windows 2000 users: Platform SDK).
- If you want to create new shaders, the DirectX SDK is required.