Cygwin

According to the Cygwin homepage it's a Linux-like environment for Windows.

Well, I don't know what's Linux-like in it. It's GNU running on a Windows kernel.

But anyway, it's one of the most useful open source projects ever. It just turns your Windows box, which you're forced to use at the office, into a Unix machine.

Which is exactly what the doctor ordered.

Pros: you can be up and running a full GNU tools environment on Windows in 20 minutes. Vast support for anything credible and it just works. Frankly, I don't know how even the most hardened MS fanboy could efficiently write code or manage a Windows box without this stuff.

Cons: Windows ACLs + Unix permissions equals some entertaining snafus in complex deploys. Many tools (Postgres, Ruby, etc) are inferior to x86 native builds due to Cygwin emulation overhead. Use this to get started but seek alternate distributions for key components of production systems.

Dishonorable mention: the setup utility is clearly designed by a crazy person. This brilliant utility also takes the place of a package manager, which means you're never more than one wrong click away from updating your entire toolset by accident. Mindblowingly idiotic.