++ to cygwin. For those occasions when I have to work on Windows boxes (mostly for testing), cygwin helped me keep my sanity.
Also, cygwin can be installed without X windows too. And, it comes with rxvt (xterm compatible) and ssh which can be nicely used together to log in to *nix boxen. All without the overhead of X-windows (it was pretty slow to work with xterm in cygwin's X-window environment on Windows).
Another bonus is that cygwin comes with sshd too, and I have set it up on my win2k box, so if I am not using any windows graphical applications, I can just ssh into my windows box from my linux box.