Step 1

Download the Steem Windows Miner created by bitcube.

Windows Binaries : https://github.com/btscube/steem/releases/tag/v0.8.5b

Important: If you are updating to a new version you will likely need to start from scratch.
Step 2

Download the Steem Blockchain provided by steemychicken1.

http://www.steemitup.eu/blockchain.zip
Backup : https://mega.nz/#!bUQBjADa!754D4TDs8_9J1tQ4lZyZrby5lS1bTaWpx5vtdsKI1R0

Step 3

Uncompress the miner into a location of your choosing.

Step 4

Go to the folder just created when you uncompressed the miner and run steemd.exe
If the program crashes, no problem! You've now created the folders needed.
Otherwise you will receive a message to edit the config.ini, so exit and continue to Step 5.

Step 5

Uncompress the blockchain into the following folder ...

steem-v0-5-0-windows\witness_node_data_dir\blockchain\database\block_num_to_block

... and overwrite any existing files.
Step 6

Go to the following folder ...

steem-v0-5-0-windows\witness_node_data_dir

... and open the config.ini file in a text editor.
Step 7

In the config.ini file, find ...

P2P nodes to connect to on startup (may specify multiple times)

and enter this information below that line so it looks like this ...

P2P nodes to connect to on startup (may specify multiple times)

seed-node = 192.99.4.226:2001
seed-node = 46.252.27.1:1337
seed-node = 81.89.101.133:2001
seed-node = 52.4.250.181:39705
seed-node = 85.214.65.220:2001

Step 8

Next in the config.ini find ...

name of witness controlled by this node (e.g. initwitness )

and enter the following information, using your Steem account name, so it looks like this ...

name of witness controlled by this node (e.g. initwitness )

witness = "your-steem-account-name"

Step 9

Next in the config.ini file find ...

name of miner and its private key (e.g. ["account","WIF PRIVATE KEY"] )

and enter the following information, using your Steem account name and WIF key, so it looks like this ...

name of miner and its private key (e.g. ["account","WIF PRIVATE KEY"] )

miner = ["your-steem-account-name","5YourPrivateWIFKeyIsVeryLong"]

Step 10

Next in the config.ini file find ...

Number of threads to use for proof of work mining

and enter at least "1" after mining-threads. I believe "2" is recommended to start. You can experiment with higher numbers for faster mining. I'm currently using "4" on my AMD A10/7700. So put mining-threads = X where X is the number of threads your CPU supports. If you're not sure, press CTL+Shift+ESC to open the Task Manager and click the Performance tab. The number of graph boxes under CPU usage history is the number of threads your CPU supports. In Windows 10 you will need to click "Open Resource Monitor".

So it should look like this ...

Number of threads to use for proof of work mining

mining-threads = 2

Step 11

Restart steemd.exe and begin mining!

If you still have problems, here are some useful links below or leave a comment and I will do the best I can to answer your question or direct you to someone who can help. If I've left something out or made an error please let me know in the comments section. Good luck!
Other Options & Help

If your miner stops working with an error like ...
Assertion failed!
or
Expression: block_num != 0
or it just exits and you can't get it going again try these steps which arhag explained and it worked for me!

Go into config.ini and comment out (#) the mining-threads section like this ...

mining-threads = 2

Restart steemd.exe and once you have synced back up to the blockchain, you should see something like this ...

2194613ms th_a application.cpp:438 handle_block ] Got 1 transactions from network on block 1878671

Now exit the program with CTRL-C, go back into config.ini and uncomment (remove the #) the mining-threads line you commented out earlier. Then restart steemd.exe.

If you see "1 hps", it means you are syncing up to the blockchain. Mining should start shortly.

Some may need to edit the following line in config.ini to read ...
Endpoint for websocket RPC to listen on

rpc-endpoint = 127.0.0.1:8090

You may also want to open Windows Task Manager (CTRL-SHIFT-ESC), open up the Details tab and find the cmd.exe window running the miner. Then right-click on it and set "Priority" to either "Below Normal" or "Low" to allow you to do other things with your computer while you mine. Thanks to pfunk for that tip!

If you can't see what error is happening before steemd.exe exits, try creating a .BAT file with the following inside and start your miner using the .BAT file ...

steemd.exe
pause

This will allow you to copy the error and paste it into a text file to upload into the Steem Slack Mining channel for help. To copy the error, simply Right-Click in the command prompt window and select Mark, then drag your mouse over the text you want to copy then press CTRL-C. Now open a new text file and paste (CTRL-V) the error into it and save. Go to the Steem Slack Mining channel and upload the file and see if someone there can help. WARNING: Be sure you do not copy your private key information into this text file. It is shown when the miner starts up, so I just want to mention this just in case.

To resync the blockchain use steemd.exe --resync

Also see pfunk's very useful info in the comments section regarding account creation and WIF keys.

If you are updating to a new version of one of the miners, you will likely need to start from scratch to avoid errors.