Why use Cygwin

The advantage of having cygwin available is that you can standardize your applications and shell scripts across all platforms. In terms of POSIX compliance among the big three (Windows, Mac OS X, and Linux), Windows is the only platform that lacks common UNIX tools and paradigms. For example, Windows still does not have a native remote shell system like SSH. cygwin can provide this very powerful functionality accessable in a very UNIX-y way.

Familiarity
POSIX sysadmins will feel right at home using the tools that they are used to using, such as rsync, ssh, mount, grep--all on a Windows platform.

Lightweight
cygwin is a slimmer alternative to fully virtualizing UNIX systems in order to get access to familiar UNIX tools.

Easier portability
Developers will find it easier to compile UNIX applications in MS Windows environments. This saves time and money that would have been spent trying to natively port an application to MS Windows. Rest assured, this is not a quick and dirty way of getting application portability, as many popular applications are actually compiled using cygwin's GCC in order to get native Windows binaries.

Powerful scripting
Get access to powerful scripting languages like Perl, Python, and Ruby. Shells like bash, ksh, tcsh.

Standardized Access to UNIX Utilities
Rather than installing packaged versions of utilities ported to Windows, each by different vendors, you can stick to one installer and one emulation environment.