> Wait? Why not suggesting to use this recent VS 2015 if it's
> supported?

In theory it is supported, yes.  However, it is not compatible with previous C runtimes.  Meaning things like memory allocation (malloc) and file pointers (FILE *) wouldn't play nice in extensions compiled against the 2008 toolchain (everything on PyPI).

> It's a pain to try to install VS 2008 in 2017: it disappeared from
> microsoft.com, at least the Express edition.

I believe that is why Microsoft released the Visual C++ Compiler for Python 2.7 (https://www.microsoft.com/en-us/download/details.aspx?id=44266) although, if memory serves, there is some issue with the 64-bit toolchain.

> Moreover, it becomes more and more clear that VS 2008 has a worse
> support than the PCbuild directory.

I guess that is why this bug report exists ;)  Seriously, though, that is why we recently added the VS9.0 builders.

> So why not updating the devguide to suggest first to use the
> PCbuild directory using VS 2010 or newer? Are the latest VS
> version able to use PCbuild of Python 2.7?

See above.  You can, but then your built Python is incompatible with the world.