The first thing I did was to run gdb on QT applications in Emacs on MacOS X, and it did not take long to get that working, since everything already was installed on my computer. I still have to build with xcode, since I haven't figured out yet how to build QT applications with just the command line yet. I was so happy to get gdb working, so I moved on.
Next stop was Windows Vista. I installed QT, and had lots of problems with that, but it should not have been a problem I just misread the manual. QT was nice enough to ask me if I wanted to install MinGW, which includes gcc and make, and I couldn't turn down such a fine offer. I had of course installed Emacs 22.1 too.
The last step, getting gdb running, was not something that I thought would happen easily. A quick search on Google gave me almost nothing. (everything that Google could find was older than Windows XP, so not much help there) After Google, I checked MinGW home page, where I found gdb.
I had some problems building a debug version of my QT application, made a small change to the debug makefile, and was able to debug with gdb in Emacs.
I still need to tweak my development system some, but at least I have a proof of concept that my current setup can be used for cross platform development.
I am not a tool person, I hate tools. I am used to move between platforms, and I have a hard time getting attached to tools that is not cross platform. Now at least I have a motivation for learning Emacs.