For me the lack of many unix tools is a killer and cygwin doesn't cut it. Many build scripts assume a unixy environment and windows is flat-out not supported. Lack of a proper package manager also makes installing and configuring workstations a hassle.
I've tried having all these installed, and having them all in my %PATH%, along with msys and the platform sdk and so on, but i found I just ended up with my PATH env var being truncated because I went over the environment block size limit.
I've given up pretending windows is unixy and ditched it in favor of homebrew on osx