The cheap option: try the Silverfrost compiler. You can get it for free and it integrates with visual studio express (also free) and it is similar to the Excel debugger except that the F keys have moved one key to the right. If you don't like this, they also provide their own IDE called Plato.
The expensive option: try Intel Visual Fortran. It also integrates with Visual Studio. It is about $2300.
Another cheap option: gfortran and codeblocks or codelite. This is actually a Linux option but it also works in Windows. Not as slick at Silverfrost or IVF but still usable.
Another cheap option: photran - an eclipse port for Fortran. If you like eclipse, you'll love this one.