Yesterday, I installed Visual C++ 2005 Express Edition and Microsoft Platform SDK. I followed manual installation instructions to install Visial C++ 2005. Second, I installed Platform SDK as described here. I also had to take a few additional steps, not explained in the guidelines above. Simply, official guidelines seems to be incomplete. So, if you are going to build GDAL with Visual C++ 2005, please follow instructions from the [Gdal-dev] Building with Visual C++ 2005 Express thread on the gdal-dev list. I also wrote short HOWTO as comment #3 to bug report #1170 recently submitted to GDAL bugzilla.
After you have installed and configured Visual C++ environment, you can follow the official Building GDAL From Source instructions to build GDAL.
If you want to build GEOS with Visual C++ 2005, visit my GEOS unofficial resources website and download project files for Visual C++ 2005 from section titled as GEOS 3.0.0 (current development). Next, unzip the package, get GEOS sources and put them into the geos directory (you’ll get it after unzipping). Finally, open the geos_lib.sln solution file with Visual C++ 2005 IDE and try to build it.
If you’ll meet any problems or you have question, please don’t hesitate to catch me.