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Sometime on 8/31/2008, Mark Meijer wrote:

....
I'm not looking to turn my Windows development environment into
Unix-like one, I'd just like a compiler that sticks to standards a bit better than MSVS. Though it certainly would be a big plus if it's able 
to compile (or make it more easy to port) stuff that assumes *nix,
which a lot of OSS does. Also I've found cygwin to be a bit cumbersome 
to work with. Although last time I installed it is quite a while ago
(couple of years?), and as Ralph said, things are being done to
improve that. But hence my leaning towards MinGW :-)
I have Cygwin, MinGW, VC6, and too many cross-compilers to name installed on my XP box. I still need VC6 occasionally, so I haven't replaced it with VS2008 (yet).
For self-contained applications, I find MinGW along with their port of Gnu Make to be the right balance of programmer-friendly old-school building with broad compatibility over all 32-bit Windows platforms for the generated executables. Add MSYS and you can often get OSS libraries to just ./configure && make without many issues.
However, getting MinGW to properly link against MSVCR80.DLL (or any of the newer MS CRT flavors) remains a bit of a pain. It is possible to get the manifest into the right place (using windres to compile an rc file even) but VisualStudio does a fair bit of behind-the-scenes tinkering to generate the correct content for the manifest based on project settings, all of which you are obligated to find ways to do yourself with MinGW.
The GnuWin32 project (Google will find it for you, at SoureForge IIRC) has all of the core *nix programmer's workbench type utilities that once installed can be found on your PATH from either make or CMD.EXE. That helps substantially with building makefiles that have a chance of working under CMD.EXE, MSYS, and Cygwin, not to mention a real *nix.
IMHO, Cygwin has come a long ways from its beginnings as a beachhead for *nix users forced kicking and screaming to use Windows. They now are much less hostile to using Cygwin as a development platform for an application that will run on a vanilla Windows installation.
But for a long-time Windows user who is familiar with the command prompt and wants to use Makefiles (whether portable to *nix or not), the combination of GnuWin32 and MinGW is really hard to beat. 

Ross Berteig                               Ross@CheshireEng.com
Cheshire Engineering Corp.           http://www.CheshireEng.com/