For years I’ve hated cygwin (not for any particular reason, I just don’t like it) and have generally avoided using it because of that — but I’ve finally found a good alternative if you want useful *nix tools on Windows. Its called GNUWin32 and its a bunch of GNU utilities that have been ported to windows, and they’re quite lightweight also.
Its pretty sweet, I’ve actually had grep installed on my computer for quite awhile now, and just recently started installing more of these packages as my needs have evolved. I’d highly recommend it. The key thing to do is to add the bin directory to your path, so that way its accessible from cmd by default without having to screw around with typing out the full path name or anything.