On a related note, do we have any fully complaint C11 compiler for MS Windows or is using gcc under WSL (or a VM) the best option? I take it there is no C17 compliant compiler yet?
mingw: For native build and execution. A lot of Windows IDE's will just work with mingw.
msys2: For posix compatible build but native win32 targets. Useful when your project uses autotools. Like when trying to build someones library. msys2 just tends to work. Trying to get autotools to work under windows tends to exceed my patience, time and brain cells.
cigwin: for a posix compatible build and runtime environment.
Also gcc can be built as a cross compiler. The two times I tried it is was more straight forward that I would have thought.
you can build also with gcc for cygwin, but you introduce a cygwin.dll (not sure about the name) dependency.
For me my main use of msys2 is as a shell where i run scripts and command-line utilities with the build stuff being a distant secondary use.