Is there an overview somewhere of the available Visual C++/Windows SDK pre-processor symbols, like _CONSOLE, _WINDOWS, WIN32, WIN32_LEAN_AND_MEAN, etc.?
What I'm interested in is not just a list, but also (links to) descriptions of the effects of defining each of those symbols.
Some symbols are defined by the compiler, and some defined by various runtime libraries. You need to know what you are looking for to find the answers. To my knowledge, there isnt' one repository.
That being said:
http://msdn.microsoft.com/en-us/library/b0084kay(VS.80).aspx
This explains the compiler predefined macros.
http://msdn.microsoft.com/en-us/library/aa383745(VS.85).aspx
Talks about windows header version macros and some of the other optional macros you listed.
Some of the macros are described at http://msdn.microsoft.com/en-us/library/b0084kay.aspx