Many of the tools you think you are missing are available on Windows without installing Cygwin (which I've never used simply because I've never felt the need). Emacs has been ported to Windows
. No idea if vi has been ported. Perldoc works from my Windows command line, although scrolling relies on a scrollbar and not keyboard commands. You can write your own cp, mv, etc in Perl... short of that there is Cygnus, but I've also got something else (used to be at http://virtunix.itribe.net/ but I can't seem to get to that now-- I have the .exe files, maybe I could upload them to my website). I've been using this for a while, it gives me the basic disk commands and a bunch of other stuff.CVS for Windows?
That said, getting Windows to be as comfortable as Unix (or vice versa, depending on the person) is possible, it just takes work. I find that I'm equally effective doing Perl in emacs on either Windows or Linux. But then I don't rely on the debugger. I don't even know how to use it. I don't think I've ever used it, not even to try it out. But that's a whole separate discussion. ;)
Of course, your idea to buy a small HD and dual-boot is the best one. Nothing beats Linux for emulating Unix. :)