I'm also starting out with gtk now. I struggled a lot with compiling hello-world until I found the 'GNOME Documentation Library'.
Basically, the pkg-config utility can produce all (or most of) the include options you need for compiling. try typing:
pkg-config --libs gtk+-2.0
To compile hello.c with gtk2.0, just type:
gcc `pkg-config --cflags --libs gtk+-2.0` hello.c -o hello
Note the fancy backticks. They work somewhat like quotes in lisp and expands the output from the pkg-config program into the your command.
I guess this means less cluttering of the environment, and you can easily change the 2.0 to 3.0 without rewriting all your scripts.