I highly recommend
SDL. It's a low-level layer that lets you use the same code on Windows, Mac or Linux, letting you manipulate windows, access keyboard/mouse/gamepads, play sounds, interact with OpenGL, and so on.
It's used in a bunch of games, including (as I mention in the Future forums) Super Meat Boy, Dwarf Fortress, Lugaru, Overgrowth, Penumbra: Overture, World of Goo, Doom 3, FreeSpace 2, Quake 4, Unreal Tournament (and 2003 and 2004), Sim City 3000, and Amnesia: The Dark Descent.
Lazy Foo' has
awesome tutorials that guide you through the entire setup process with specific information for whatever OS you use and whatever compiler you use. Then it explains a whole bunch of SDL specific stuff, but doesn't really get far into OpenGL.
Then go back to the NeHe tutorials and you can separate the general OpenGL stuff from the glaux stuff quite easily, for the most part.
Inestical is much more experienced with engine dev than I am, but I've been really happy with the SDL/OpenGL combo.