Which Unix like environment do you prefer on Windows?

I have found Cygwin to be very comfortable for a Windows platform (usually XP).

I am wondering if there is a better alternative (not because I want to move away from Cygwin).

What are the features of Cygwin that you like OR,
What are features you find in alternatives that you miss in Cygwin?

I am often miss binary compatibility of applications built on Cygwin.
These cannot be run directly on another Windows platform. But, usually fetching a copy of cygwin1.dll suffices.

A collection of other tools, many of which work directly on the Windows subsystem rather than emulating Unix, like Cygwin does:

• Have been referred PowerShell a lot of times for scripting on Windows
• Earlier, UnixUtils was suggested more often
• Microsoft Windows Services for Unix