Head on over to the devkitPro website and check out their newest release, a Windows installer and updater package. You can choose which pieces of DevKitPRO to install or update.

The devkitPro windows installer has been released. This application will allow you to selectively download and install components of the devkitPro toolchains and later update them as required. The installer/updater even checks for updated versions of itself and will download and run the new installer. It doesn't get much easier than this.

Kudos to WinterMute!

Devkit website --> http://www.devkitpro.org/
Source --> http://dsdev.org/