Cygwin

To me this is the quintesential windows tool. It gives you nearly all of the unix/linux shells and tools. The real power of cygwin is that you not only get most all of the *nix functionality you can think of but you also get a great windows scripting tool in the perl, python, php, and shells. Because this is basically a windows program that acts like a *nix machine you get the best of both worlds and can do cross overs of the two.

As a bonus you get a windows compiler, ALL of the scripting languages and editors you can think of. You get both an apache 1 and apache 2. I usually will install openssh, openldap, and all of the clients for these tools so that I can ssh over to my windows box and authenticate using LDAP. Its a very nice setup.

Cygwin comes with a very nice set of windows managers for Xwin. I like the openbox or windowmaker (wmaker) managers. If you are a glutton for punishment and have a lot of ram on your box you can download and install either KDE or Gnome for cygwin. They are really slow in that environment and rely on the GTK libs from Trolltech. Sort of nice when you want to run a utility like Valgrind (mentioned later).

I consider Cygwin an essential tool. cygwin http://www.cygwin.com/