If you need a sane MinGW environment, the MSys Git dev environment is by-far the easiest way to do so, it will download and set it up all in one shot.

I am using the vanillia one and it is very good. The only problem I have with it is that I have to compile everything for it. Sometimes doing so is not so straight-forward and can take a lot of time, boost being one example.

It could be a chocolatey package. ;)

cinst curl - it's there. For the others, just because they are not there yet, doesn't mean they won't be. Creating packages is pretty simple. This is the main part of the curl package: https://github.com/ferventcoder/nugetpackages/blob/master/cu...

Yes, that's true. But I need a sane build environment with development packages. I would like to be able to compile against libcurl and openssl as easy as it is on Ubuntu or Fedora. Something like Cygwin but without the GPL requirement on final builds.

I think CoApp is going to be the answer for what you are trying to do. Chocolatey starts after compilation. If someone is already providing libcurl and openssl, these are easily offered as choco packages. Once CoApp comes out, it's highly likely that there may be some integration with it.

Cygwin has its own built-in package manager

Yes, but Cygwin makes your software GPL, and that's not something I can do.