What is a good LaTeX compiler for Windows?

You're looking for a TeX distribution. See e.g. TeXLive or MiKTeX.

MikTex is the one you want. I love the environment that come with it, TexWorks. Great stuff - and it's free. (Is it still shopping if you don't pay?)

According to your name "Chi Zeng", maybe you are Chinese, I suggest you use CTeX. It supports Chinese well.