Added testgamecontroller to the Visual Studio 2012 solution.
Not using SDLmain on Windows is just fine, don't fail the initialization if the program implements WinMain() and then doesn't call SDL_SetMainReady().
This broke Steam's Big Picture game controller support.

I also added some more documentation so people know why main() is overridden on various platforms.
Removing old dangerous signal catching code.
* None of the supported platforms are hosed if the program crashes without cleaning up the graphics display connection.
* It's very likely to be unsafe to call SDL_Quit() at an arbitrary point from an arbitrary thread.
* Catching signals can prevent applications from getting correct stack traces from crashes.