Looking for the best C++ Game Library

Have a look at the sfml (http://www.sfml-dev.org/index.php).
It's a very well written and easy to use object oriented library and there is no need to build the library by yourself.
It's available in several popular languages such as C++, C# or Python.
It's main focus is on making 2D games and it provides a lot of features to help you in this task: windowing, inputs, sound, drawing (sprites, text, post-process) and even networking.
It's based on OpenGL and you can extend it to support 3D graphics,... (that's what I'm doing right now and I have to say that I love this library!)

Seems fascinating.

I have a intermediate understanding of C++ and an intermediate understanding of C# and XNA. I have already worked through the stage in which I learned to program DOS prompt style games and programs, and I'm looking for an easy to understand library for programming games. I tried Allegro, but I really don't want to have to build the libraries myself like I have to with Allegro. I am considering SDL. Does anyone have a suggestion on which library is best for a beginner?

I am relatively new to game programming, and I have started out with SDL. Now, I am transitioning to SFML, as it seems to improve on pretty much everything SDL has (perhaps other than portability, SDL is available on many more platforms afaik).

From a beginner's perspective (like mine), SDL would only be a better choice if you are completely new to use computer graphics AND completely new to working with a real-time game loop. The reason I say that is because that is how I started it, and SDL had so many tutorials, sample projects, open-source stuff, that made my learning-2-new-things-at-the-same-time easier. lazyfoo.net 's tutorials helped me the most.

In summary, I would advise you to go for SFML, and in case you encounter any difficulty with that, you could consider SDL as a stepping stone.

Personally I really like http://clanlib.org

There are tons of professional grade frameworks out there, just to name a few:
Unreal Development Kit: http://udk.com/
CryEngine: http://mycryengine.com/ (the one used for Crysis 2)
Unity (not for free though): http://unity3d.com/
Ogre: http://www.ogre3d.org/

Of course there is the classic open source quake 3: http://ioquake3.org/


All these are complete packages that allow you to easily put together an entire game, using an existing engine.

If you want to stick to a non-framework solution...
SDL is certainly a good choice: http://www.libsdl.org/
Here is a list of libraries for OpenGL: http://www.opengl.org/resources/libraries/windowtoolkits/
DirectX comes itself with a lot of basic things, such as vector, matrix etc classes and even texture processing tools and more, but is of course not portable at all.