Hmmm...Are you willing to spend money? Or do you want a free solution? And how experienced of a C++ programmer are you?
If you want free and you're inexperienced, then you're best off with DarkGDK.
If you want free and you're moderately experienced, then use Irrlicht with the available libraries for it for a complete game engine.
If you want free and you're pretty advanced, go for Ogre3D w/ free libraries.. It's probably the fastest and visually the best of these three, but is definitely the hardest, especially when it comes to setting up a project.
If you're willing to pay, then check out Torque, 3D GameStudio, and C4. I've heard Torque can be hard to use and somewhat buggy at times, but I've also heard that once you get the hang of it it's pretty good. Plus it's only $150. 3DGS, I've also heard bad things but I've heard it's very easy. Price is $99 for non-commercial, and $199 for commercial with added network and shader support. C4 is definitely the best of the 3, but it's $350.
That's just my two cents, I'm sure most of what I said can be argued. Personally I would go with Irricht, because it's lightning-fast and easy to use.