I have negative experience with Cygwin but it's only the one option I have on Windows.
In recent days Cygwin provides W32 build which has native UI (copy/paste, widgets) with tight integration to Cygwin (pty and Cygwin paths).
But BLODA ruins that workflow. Cygwin Emacs W32 constantly hangs of forks and I manually cleanup processes with procexp.
So I stick to native Emacs with
cygwin-mount.el. Main disadvantage is that it lacks PTY support.
With opening of Windows Subsystem For Linux I wondered if it possible to switch Emacs from Cygwin to WSL?
Should I use native Emacs with patched
cygwin-mount.el, or console WSL Emacs or X11 WSL Emacs via Xming?
WSL provides much more packages then Cygwin without fork and performance issues.