Ranked in these QuestionsQuestion Ranking
Pro Additional packages available via Cygwin Ports project
Pro Better default terminal
Cygwin's default terminal "Mintty" is far better than CMD.
Pro You can run graphical applications
It has X Server.
Con Many incompatibilities
A lot of tools don't actually work with Cygwin, and documentation is often sparse, so for many use cases, it's worth the small bit of extra effort to just run a full virtual machine.