As usual while waiting for the next release - don't forget to check the nightly builds in the forum.
http://wiki.codeblocks.org/index.php/Compiling_wxWidgets_2.8.6_to_develop_Code::Blocks_(MSW)#Compiling_Code::Blocks,
Edit: We need to mark those 2.8.6 directions as OLD; anyone know if there is 2.8.12 directions on the Wiki?If not, I could start some on the Wiki in the near future.