Good feedback. When you work in Cygwin, are you doing admin type tasks, web dev, writing console utilities, something else related to app dev?
Once I feel I can buy into the shell, I'll probably go all in. Until then, I try to use Cygwin to avoid having to switch to a *nix box when I just want to use a simple admin utility or maybe test something out in the Python REPL, but otherwise I just tend to switch when I want to spend a work day on something.