I ran into precompiled headers today for the first time..forever changing my life. I can\'t believe compiling my C++ code could be that fast. It makes total sense now..
StdAfx.h really should only be included in source files, not headers. I would suggest you #include "StdAfx.h" first in every cpp and not use the "Force Include File" option. Thats how I do it with my cross-platform projects. For the record, I don't actually use precompiled headers in GCC I just build it normally and it works well.
For some background. The compiler only looks at source files (ie, *.cpp, *.c, etc) and so when it compiles them it has to include every header and compile any code found in the headers as well. The precompiled headers option allows for compiling all of that code (ie, the globally include'd code in StdAfx.h) once so that you don't have to do it all of the time. Thats what StdAfx.cpp is for. The compiler compiles StdAfx.cpp with all of the code included in StdAfx.h once instead of having to do it every time you build.
So, since you include StdAfx.h in every source file as the first item, it doesn't make sense to include it in any of the headers since they will be included AFTER StdAfx.h and thus will have access to all of the code in StdAfx.h. Plus you can then use those headers in other projects without having to worry about having a StdAfx.h around or including the wrong one.
Do not use the "Force Include File" setting (/FI) as it breaks Edit & Continue ! (and MS doesn't seem to want to fix this issue)
See https://connect.microsoft.com/VisualStudio/feedback/details/668339/vs-2010-sp1-c-edit-and-continue-fails-with-fi
and https://connect.microsoft.com/VisualStudio/feedback/details/342441/visual-studio-2005-force-includes-breaks-edit-and-continue-with-pre-compiled-headers
#include "stdafx.h"
should only be found as the first non-comment line in your source files, not in header files.
Yes, it is expected behaviour. The Project Properties->C/C++->Advanced to "Force Include File" setting controls Visual C++ compiler option /FI:
This option has the same effect as specifying the file with double quotation marks in an #include directive on the first line of every source file
So, it frees you from including the stdafx.h manually.
Although, you can use precompiled headers with GCC and other compilers The Visual C++'s shortcut behaviour is not portable across other compilers. So, check How to handle stdafx.h in cross-platform code? where ideas for portable solutions are discussed.
Long story short, include stdafx.h manually in your .cpp source files and you should be fine also with GCC (assuming, you will configure your build for GCC to use precompiled headers).