Is it better than using virtualbox?

It applies a Linux-like polish to a Windows machine. You can manipulate the whole Windows filesystem from within a Linux-like environment. With a VM you get a full Linux environment that cannot simply get to your Windows environment - you get a clear separation between the two.

I like to say Cygwin "civilizes" Windows.

I agree. And when you add Chocolatey to the mix (just add it with an elevated cmd.exe as stated on chocolatey.org), you're about half-way to a GNU/Linux-ish Windows. (In elevated PowerShell, I actually used "choco install cygwin -y" after doing so!) I think in Windows 10 this is supposed to be even better with their OneGet framework that will be compatible with Choco. Things are looking better for those who have to use Windows but want the power of the GNU/Linux environment. It is thanks to which I no longer need VirtualBox anymore, granting the benefit of allowing me to run code a little more efficiently.

The only gripe I have is I would really like to use openssh-server on Windows the way I do on GNU/Linux. I have yet to find a comparable solution that is opensourced and free.

Chocolatey is a bit of a security nightmare just waiting to happen. I heard it has a veto system now but it would have been better to design it from the ground up to use a central repo where people could do pull requests. The lack of review and arbitrary ownership of packages makes it very iffy, particularly on work/production workstations or servers.

You're right about the security aspect, which is what Microsoft says OneGet will also attempt to resolve (in effect, replacing chocolatey's repo with theirs, I'd assume).

I believe MS wants you to use remote Powershell instead of SSH.

I dig the ability to cross into remote file systems transparently (much like PowerShell). Running "df -h //devwinserver1/c$" is cool, as is the ability to clean up cruft when a Nagios disk alert goes off, all from the comfort of my bash shell.

Plus, with Xwin running, I can utilize cluster SSH to make managing Unix servers a bit less painful from my Windows machine (corporate standard image I have no control over).

I like to say that Cygwin gives me the best of both worlds because Linux desktop environments simply lack the polish that the Windows desktop has.

Sometimes a linux VM won't cut it, like on corporate networks heavily invested in Windows infrastructure (activedirectory domains and many layers of authentication that are either difficult or impossible to interop with linux).