You might also be interested in Strawberry Perl - http://win32.perl.org/wiki/index.php?title=Strawberry_Perl - its motivation is to provide a Perl that "just works" on Windows, including a compile chain to build XS modules. Currently it's
in reply to Preferred Windows Perl?
Disclaimer: I'm not a Windows guy, so you'd have to try it and see what you think. It gives, I think, the advantages of Cygwin without the full Cygwin load of other stuff.
- Perl 5.8.8
- Mingw GCC C/C++ compiler
- Dmake "make" tool
- ExtUtils::CBuilder and ExtUtils::ParseXS
- Bundle::CPAN (including Perl modules that largely eliminate the need for external helper programs like gzip and tar)
- Bundle::LWP (providing more reliable http CPAN repository support)
- Additional Perl modules that enhance the stability of core Perl for the Win32 platform