I use Cygwin both at work and home to give me a quick to access unix-like environment, where I can use tools that I use everyday in my sysadmin role. I find it a lot easier to wc -l something than load it into OpenOffice and do a word count. I’m happier with awk and grep and find than Windows GUI tools.
My only real pain was that the terminals under Cygwin were awkward. The default terminal is terrible (essentially the windows command prompt). I eventually configured rxvt and got it working pretty much to my liking, but the X-Windows style never really fit well with my other windows and some of the features annoyed me.
However, today I found the MinTTY package within Cygwin and I’m finally very pleased with my Cygwin terminal. It looks and feels just like a PuTTY window (which it should, being based on the same code) which is handy since I use or used to use PuTTY all the time for remote access to the stuff I support. It’s configurable (easy) and fast. Very pleased, give MinTTY a shot if you’re a Cygwin user and didn’t know it was there.