I was just explaining to a colleague the best ways to get acces to shell utilities like awk/sed, as a Windows user. In the balance of ease of setup vs functionality I had recommended the git bash application. This looks even better (for 2016).
git bash + gow + conemu makes windows not so bad.
It's a full Ubuntu environment running in a Docker container on their servers.
Their free tier is more than enough for playing with the shell.