I'm a fan of cygwin, I've found it easiest to get working. I've tried Windows Services for Unix and MinGW, and found to be alot more work to get set up.
Can I get some opinions about the pros and cons of the various systems? I'd like to know if thewre are any compelling advantages to the non-cygwin alternatives that would make it worth my while to fight through the rough spots.
I'd also like to know if there are any other alternatives out there that I didn't include in my list.
EDIT: My aim is to get a nice shell environment, that plays nicely with the underlying Windows environment. Cygwin seems to work best staying in its own little box, and I'm after something that feels like it's a full partner in the operating system, if that makes any sense.