node-gyp isn't the first thing I've run into requiring it, but this seems odd. I assume this has something to do with building executables or plugins or whatever but is there no dependency smaller than a complete version of Visual Studio or VS Express that can fit the bill? I though you could actually write, build and run .net apps without a copy of VS if you really wanted to. I ask with intent to at least learn some C++ or whatever else it takes while attempting to address the problem although I imagine it's nontrivial if Joyent couldn't find a way around it easily enough.
Note: I'm not having a problem with node-gyp as a node dependency but Windows users with that issue should try updating node by downloading from the web and reinstalling from that exe file before doing any of the other madness out there that I narrowly dodged. They seem to have fixed the 2010-only issue without really announcing it very loudly and npm doesn't really work when attempting to update itself and Node on Windows.
It works without Visual Studio, but you'll need to install Windows SDK:
I found this solution here: https://github.com/nodejs/node-gyp/issues/629#issuecomment-138276692