Powershell is (imho) a verbose mess and is the current best attempt at making a working scripting language for Windows. I use Powershell all the time but its..inelegant. Give me bash scripting any time.
MS is always flirting with new technologies and sexy R&D, but at their heart they're never going to change.
It was a bit more work to set ansicon + Console2/ConsoleZ (although cmder might be an easier option), but now I can use standard bash scripts and do most of what I need easy.
In addition, this process was a one time deal. It's not like you have to set it up each time you want to ssh somewhere.
Why do I really use windows (vs some linux, I have no interest in Mac)?
Play most games (not on Mac or Linux)
Anything else that cygwin can't get me, I have Vagrant and VirtualBox.
Windows isn't that bad.
Although my opinion of OSX has soured with each new unstable version, it's hard to give up the Unix underpinning + mainstream app combo (Office and Creative Suite). PowerShell with Unix aliases aren't the same.
Also the installing of CLI programs seems to be really hacky through powershell.
Anyway, I think it's a tradeoff in either direction - Programming on Linux, the way it's most commonly done now, means cobbling together a tool-set to do that work. Windows programming tools are typically more streamlined. However, on Windows you have to cobble together your kit for other things such as advanced command line tools that you may depend on.
As poor as Powershell's verbosity is for an interactive shell, it's pretty reasonable when writing scripts.
Bash + Perl/Python is certainly a more standard/sane combination on Unix, but not really a fair comparison at that point. :)