First it insists on downloading an ancient version of nmake.exe from the net, when there is already a much more up to date version on my system, simple because I keep my executables where they are supposed to be (eg. the compilers bin directory in this case), not where cpan thinks it belongs. It's in my path. Just use it already.

Thats very strange. I've never observed CPAN do anything like that, either with hand built perls or with AS builds. When I config CPAN it finds the correct nmake in my path, and uses it thereafter. I've never seen CPAN download nmake.exe, ever.

Then, if the compiliation fails, which always seems to on Win32, I've no idea what it has succeded in doing and what not, because it hides all the output from me.

Again thats a strange description when I see a failed build I see all the gory details, unless its a make test failure, in which case it isn't CPAN in the way, but Test::Harness, which usually means you need to look NAME and then nmake test TEST_VERBOSE=1 to see whats failed.