Microsoft's Windows Subsystem for Linux is coming to all Windows 10 users (archive):
You won't have to be a tester to try Windows 10's new, built-in Linux kernel in the near future. Microsoft has confirmed that Windows Subsystem for Linux 2 will be widely available when Windows 10 version 2004 arrives. You'll have to install it manually for a "few months" until an update adds automatic installs and updates, but that's a small price to pay if you want Linux and Windows to coexist in peace and harmony. It'll be easier to set up, at least -- the kernel will now be delivered through Windows Update instead of forcing you to install an entire Windows image.
Embrace, Extend... Excite!
Windows blog post.
Previously: Windows 10 Will Soon Ship with a Full, Open Source, GPLed Linux Kernel
I used Cygwin for quite a bit. It's really nice, except when things don't build/break in some inexplicable way (a lot of it was because no one tested it under anything but Linux and OS X, and often not even that latter).WSL sidesteps that problem by just providing a Linux environment.