Would you like to use a linux-like console on a Windows host without a lot of fuzz? Try out babun!
Here are some ports of common GNU utilities to native Win32. In this context, native means the executables do only depend on the Microsoft C-runtime (msvcrt.dll) and not an emulation layer like that provided by Cygwin tools.
Gow (Gnu On Windows) is the lightweight alternative to Cygwin. It uses a convenient Windows installer that installs about 130 extremely useful open source UNIX applications compiled as native win32 binaries. It is designed to be as small as possible, about 10 MB, as opposed to Cygwin which can run well over 100 MB depending upon options.