These are my Arch Linux PKGBUILD files for a proper 
MinGW-w64 cross-compilation environment.

Find them in the AUR for more details that are missing.

This general build order for a mingw-w64 cross-compiler
 is necessary:

1. headers binutils
2. gcc-base
3. crt winpthreads
4. gcc

One PKGBUILD for everything is fugly, so there's 7,
 including 2 bootstrap packages...

The Final Build/Install order, as performed by yaourt 
when doing "yaourt -S mingw-w64-gcc":
1. build+install mingw-w64-binutils
2. build+install mingw-w64-headers-bootstrap
3. build+install mingw-w64-headers(-svn)
4. build+install mingw-w64-gcc-base
5. build+install mingw-w64-crt(-svn)
6. build+install mingw-w64-winpthreads (replaces mingw-w64-headers-bootstrap)
7. build+install mingw-w64-gcc (replaces mingw-w64-gcc-base)

Note: GCC 4.8 requires MinGW-w64 v3 (current trunk, which means svn versions)

The resulting binary packages that non-AUR-users
 (once mingw-w64 is in a binary repo) should install:
 - mingw-w64-headers
 - mingw-w64-crt
 - mingw-w64-winpthreads
 - mingw-w64-binutils
 - mingw-w64-gcc

All in group 'mingw-w64-toolchain'. At the end of the install process,
 you should have no packages from the group 'mingw-w64-bootstrap' installed.