You're probably better off installing standalone MSYS with something like mingw-get-installer which also gives you a convenient GUI for installing other common GNU/Unix utilities (and a somewhat crappy command line package manager). It even gives you a half decent terminal (in the form of mintty).
I tend to do most of my windows scripting using bash cause it's just less effort that way. Still, it's not a first class citizen like on Linux, and Microsoft seems to be going down it's own path with powershell (which at best gives a nod to the existence of things like bash, but not a lot more).
I went off the fact that most people caring about some command line on Windows likely also installed Git on it. In that case it is like getting it for free.
I tend to do most of my windows scripting using bash cause it's just less effort that way. Still, it's not a first class citizen like on Linux, and Microsoft seems to be going down it's own path with powershell (which at best gives a nod to the existence of things like bash, but not a lot more).