At my school I frequently need to use Windows PCs, and having MobaXTerm on a flashdrive has been incredibly useful (installing Cygwin every time would be impractical). It is very powerful, and has a plugin system if you need some extra feature.

I actually use cygwin a lot for stuff like ImageMagick, ssh key generation and wget (putty for terminals).

I think mobaxterm would be overkill for me (but i bookmarked it either way :))