In addition to MinTTY - A decent native Windows shell, CYGWIN SSH server for Windows, and CYGWIN Cron under Windows, there are a few useful general purpose cygwin packages:
To install additional cygwin packages later on from the command line, you can use apt-cyg, which works like apt-get, but pulls its stuff from the normal cygwin repos. To install:
wget http://apt-cyg.googlecode.com/svn/trunk/apt-cyg chmod +x apt-cyg mv apt-cyg /usr/local/bin/
To use:
apt-cyg install chere