Unix and Windows are two different cultures, it's not just about features/commands/tools - any of the latter has always a counterpart which "at least somewhat works", but that is besides the point.

This is the reference article: http://www.joelonsoftware.com/articles/Biculturalism.html

I've never had a good experience with Cygwin, and I've never really liked any of the terminal programs available for Windows either.