As someone who practically lives in Emacs running in Cygwin, I can second this, with some caveats: there are tradeoffs. Windows FS access and process forking are still dog-slow, even in native apps. To add to that, there are things I can't run in the native version of Emacs (w3m-el comes to mind), but you trade occasional lockups in Cygwin Emacs. Compare Linux where I run the same setup for Emacs for months if not years with no problems; even if Cygwin Emacs stays up that long, I will eventually (usually every week or so) be forcibly rebooted for Windows updates. If I never have to work with proprietary software again (especially Microsoft products), it will be too soon.