Oh how I love you Cygwin... let me count the ways.
Doing various system and programming contortions using the GUI is numbifying, and moreso when I am trying to work far away from the machine to-be-manipulated. Usually it ends up along the V lines -- VPN, VNC, and maybe some Vort Vorwarding. I found myself in that situation this weekend, but had a bit of foresight on Friday and averted the pain quite a bit.
A couple things make Cygwin fantastic. First and foremost is getting all my tools back. I can cat and tail and vim and bash to my hearts content. Throw in a little Perl and I'm a happy duck. Working with Oracle currently, so I even get to use sqlplus command-line goodness and pipe it SQL and all sorts of mean and nasty things.
Great for when you are still on the machine. But the coolest, most fabulous, most wonderousiful thing of all... sshd, running as a windows service. Here I am sitting at home, SSH-ed in to my Evil Windows Server. I get a bash prompt and go to town, practically forgetting that I'm on a Windows machine at all.