When comparing Gnu On Windows vs Cygwin, the Slant community recommends Cygwin for most people. In the question“What are the best collections of Unix libraries for Windows?” Cygwin is ranked 1st while Gnu On Windows is ranked 3rd.
Ranked in these QuestionsQuestion Ranking
Pro Stable binaries
All commands are kept up to date but also as stable as possible.
Around 10 MB (alternatives can be 10 times this size).
Pro Shell window from any directory
Adds a Windows Explorer shell window so that you can right-click on any directory and open a command (cmd.exe) window from that directory.
Manage the path, can add a "Command Prompt Here" shortcut. Good for beginners needing these tools.
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.