I agree wholeheartedly that SDL is an awesome API. I'm using it to develop a cross-platform game with OpenGL as the graphics engine. (SDL is used for the startup, events, and sound). However, SDL doesn't provide any set of widgets by default. You'll have to use someone else's widget set or develop your own, and just because a widget set is SDL doesn't mean it will mesh cleanly with your OpenGL context.
That said, since I developed my own 2D sprite library in C++ on top of OpenGL I'm writing my own set of widgets that will leverage the sprite engine. Basically this comes down to building my own "responder" chain, keeping track of which item has the focus, testing clicks inside my widgets (which are sprites in most cases), etc.
There are obvious advantages to building your own widgets, such as the aforementioned leveraging of your graphics engine to create a distinctive interface. And there are obvious disadvantages, such as the added development time required to put the whole thing together. Either way you will learn a lot about how (not) to implement a GUI.
For most games you can get away with a very minimal GUI, basically testing for clicks inside rectangles, but if you need to do more, such as building a level editor, it's nice to have all the standard items like menus, checkboxes, and file dialogs.